1. No, but that's already been answered here. To summarize: sex is biological, gender is cultural.

    Most people have the same sex and gender, which is why a distinction isn't always made.

  2. Gender is something you have; gender roles are behaviors. Oxford Dictionaries defines gender role as:

    The role or behaviour learned by a person as appropriate to their gender, determined by the prevailing cultural norms:
    'women's traditional gender roles translated easily into caring for the sick, and nursing became a female profession'

    Gender role conflict often happens to people who are not transgender (or, in other terms: cis).

    For example, female rugby players are women in a traditionally masculine role (rugby).

  3. You shouldn't be using Urban Dictionary unless you're looking for slang definitions. Use a real dictionary, like Oxford, which defines androgyne as:

    an androgynous individual.

    • a hermaphrodite.

    It should be clear, from that definition, that the difference between an "androgyne" and "gender–non-binary trans-folk" is the same difference between sex and gender.

    However, it's important to note what Nonbinary.org says about the term:

    Intersex is a physical sex, and androgyne can mean either that, or a gender identity.

    Under this definition, androgynes are one type of a nonbinary transgender person. (It's not very descriptive, since different people use it to mean different things.)