Not sure on this particular board, but Alpha machines of the era were using standard aluminum heatsinks. Lots of individual aluminum slabs with chunky fins. If you image search for "alphaserver cpu board" or similar you'll see some. The 4-bolt versions are newer.

Not really. They used much less power than current CPUs.

DEC used a similar way of mounting the heatsinks - those two screws - in VAXstation 4000, and it didn’t even need a CPU fan.

Each of these drew 85W according to the article.