For the first question as to what methodology can be used to determine whether a set of pronouns are third-person personal pronouns or anaphoric demonstratives, Cerberus' is right saying that they are demonstrative pronouns if you can also use then adjectivally, i.e. modifying a noun, which is normally not possible with true personal pronouns - though as he also said that difference is quite fuzzy, hence why the third person pronouns were able to develop from demonstratives: according to WALS, more than half of languages got their third person pronouns from demonstratives.
As to your second question, whether it is common for languages to allow you to use demonstratives both as pronouns and adjectives, as in English, or is that more of an anomaly: according to WALS, about 70% of languages permit demonstratives to be used both pronominally and adnominally. Hence it's not at all unusual, yet not universal.
Addendum
Regarding your question in the comment to this answer: since there are two factors (demonstrativeness and personality) to be tested for, there exist four cases depending on the result for either test:
- English "he":
- is not a demonstrative pronoun because *"I saw him boy" (adjectival use) is not acceptable.
- is a personal pronoun because "I saw him" (pronominal use) is acecptable.
- English "that" (and 70% of other languages):
- is a demonstrative pronoun because "I saw that boy" is acceptable.
- is a personal pronoun because "I saw that" is acceptable.
- Equivalent of "that" in 30% languages (other than English):
- is a demonstrative pronoun because "I saw that boy" is acceptable.
- is not a personal pronoun because *"I saw that" is not acceptable in those languages.
- English "car":
- is not a demonstrative pronoun because *"I saw car boy" is not acceptable.
- is not a personal pronoun because *"I saw car" (the point is that it is supposed to be pronominal, not that the article is missing) is not acceptable.