The photon-electron interactions are generally volatile and the intricate multiphysics details of photoexcited carrier dynamics are not yet distinguished. How to nonvolatile control the physical state through all-optical means and clarify the intricate physical processes has been a long-term goal pursued in polar materials. Photoferroelectric {\alpha}-In2Se3 holds the great potential for capturing multimodal nonvolatile states due to the spontaneous reversible in-plane and out-of-plane polarizations and its tunable light-matter interactions arising from the electronic degree of freedom. Here we uncover a nonvolatile zero-bias ultrafast photocurrent hysteresis response with an all-optical scheme, diagnosed by in-plane and out-of-plane terahertz waves emitted from the photoferroelectric {\alpha}-In2Se3. The mechanism of such ultrafast photocurrent hysteresis emerges as a result of anomalous bulk linear and circular photovoltaic effect synchronously driven by local polarization rearrangement. Utilizing anisotropic ferroelectric kinetics-induced relative phase between the in-plane and out-of-plane directions, we further show flexibly selective chirality, tunable rotational angle, and optimizable ellipticity of terahertz wave polarizations. Our finding offers a promising avenue towards direct ultrafast nonvolatile processing of photocurrent signals through an all-optical scheme.