As the rule book,

Sacrifice: Any time a player is instructed to sacrifice a card, the card is placed in its owner’s discard pile.

"Sacrifice" can't be cancelled by other effect, so...

1. If I let the unit which will sacrifice at the end of turn return to my hand, is it go into my discard pile at the end of turn?

If yes, can I trigger the effect of "Lothern Sea Guard" if the sacrifice action is opponent's effect?

Lothern Sea Guard : If you discard this card from your hand due to an opponent's card effect, put it into play.

2. Can I sacrifice an unit which have to sacrifice at the end of turn?

3. Is "Altar Of Khaine" work on sacrifice unit?

Altar Of Khaine : If one of your units would be destroyed, you may pay 1 resource to instead return it to your hand.

BENAUI said:

I think you might be confusing things a bit here. Discarding doesn't mean sacrifice Sacrifice involved discarding true, but that's is discarding a unit in play. LSG specifically state you have to somehow discard them from your hand, not that your opponent discarded a unit from play. LSG is for things like Scout which discard cards from your hand.

BENAUI said:

You can combo say Reclaim the Fallen to put all your Dwarves back into play and the sac them for Grudge Thrower to boost your attack or defense, yes.

BENAUI said:

As per FAQ, sacrifice and destroy are different terms, not interchangable.