is interspecies sex outside of humans even a thing?
Yes, there is video proof. It shouldn't surprise anyone that understands evolution results in blunt instruments so much of the time.
"A male snow monkey has been observed attempting to have sex with female sika deer on Japan's Yakushima Island, in an unusual example of interspecies mating behaviour. It is only the second recorded example of sexual relations between two distantly related species."
Maybe the second time they cared enough to record. I have five examples on my hard drive.
Inter-species interactions other than fighting and threatening to fight are generally rare. Humans are almost always the ones who create a situation where different species are in the same herd/pack dynamic and when that happens the natural outcome is sexual advance.
It's interesting you note monkeys, because our fellow primates (monkeys) are one of the few other animals that have been observed forming strong alliances with other species, i.e. monkeys + dogs; and I guarantee you they show interest in each other.