I don’t know about all the writers, but at least two Bible passages indicate that some of them thought each other’s writings to be sacred.  

Take for example 2 Peter 3: 15, 16— “Regard the patience of our Lord as salvation; just as also our beloved brother Paul, according to the wisdom given him, wrote to you, as also in all his letters, speaking in them of these things, in which are some things hard to understand, which the untaught and unstable distort, as they do also the rest of the Scriptures, to their own destruction.”

Here, Peter put Paul’s writing on the same authoritative level as “the rest of the Scriptures.”

The second example is 1 Timothy 5: 18— For the Scripture says, “You shall not muzzle the ox while he is threshing,” and “The laborer is worthy of his wages.”

The reference to the ox comes from Deuteronomy 25: 4. The reference to the laborer was written by Luke in 10: 7. Paul clearly regards Luke’s writing as scriptural in nature.