My question about the Feynman-Hellmann theorem (FHT) is two-fold, one regarding the physical interpretation, and the other related to simply how one analytically or numerically does the calculations. The theorem is often stated as followed: Given a quantum system with the Hamiltonian $H$ and its eigen-equation: $H|\psi_n\rangle = E_n |\psi_n \rangle,$ then for any parameter $\alpha$ on which the Hamiltonian depends, the theorem states: $$ \frac{\partial E_n(\alpha)}{\partial \alpha} = \left\langle \psi_n \left|\ \frac{\partial H}{\partial \alpha} \ \right|\psi_n \right\rangle. \tag{1} $$
Questions:
From a physical point of view, one way to read this theorem is that it connects the variations of the Hamiltonian's eigenvalues with the variations of the Hamiltonian itself. Moreover, it says that to know by how much an eigenvalue changes, one needs only to know the derivative of the Hamiltonian operator and the corresponding eigenvector. Is there a more fundamental interpretation at play here that I am missing?
It gets a bit stranger, when one considers even introducing parameters $\alpha$ into the Hamiltonian, in order to compute average of a term in the Hamiltonian, e.g., writing $H = A + B $ instead as $H=A+\alpha B$ and calculating $E_n (\alpha)$ we can express the expectation value of the $B$ terms as: $$ \left. \frac{\partial E(\alpha)}{\partial \alpha}\right|_{\alpha=1} =^{FHT} \left\langle \frac{\partial H}{\partial \alpha} \right\rangle = \langle B \rangle \tag{2} $$
Why by arbitrarily introducing parameters into $H$ we can still estimate the correct expectation values using FHT? I feel I am missing some potentially basic point here.
On a mathematical side: in Eq. $(1),$ the averaging over the eigenstate $|\psi_n\rangle$ implies that the derivative of $H$ is only valid as long as $H$ is in eigenstates, right? But how can we mathematically compute such derivatives when only eigenstates are allowed? Isn't this similar to attempting to define derivatives over discrete functions? How do we actually compute such derivatives (analytically or numerically)?