An axial plasma jet emitted from the dense plasma focus (DPF) was detected using a Faraday cup. The jet was registered into a cone with a half angle of 6 degrees. The angular measurements of the D-D fusion neutron flux, performed with CR-39 nuclear track detectors, allowed us to see that there is a high anisotropy of the neutron flux just in a narrow cone, practically coincident with that of the plasma jet. This phenomenon is consistent with a DPF thermonuclear model based on the hypothesis of axial inertial plasma confinement. The same Faraday cup measurements showed the existence of very collimated and brief (about 10 ns) ion beams. Image-converter pinch photographs showed that these beams could be produced by spatial charge-separation effects due to m = 0 instabilities. The beam energy spectrum, obtained with track detectors, had the range from 0.7-5 MeV. Both plasma jets and high energy beams can explain the high angular anisotropy of the neutron flux, in terms of non-thermal fusion mechanisms. On the basis of these experimental results we discuss the coexistence of thermal and non-thermal mechanisms for neutron production in a DPF.