1) I can not repeat the logout disappear issue at my test sites. Is it possible to get admin access to your own to investigate the issue on site?
2) I suppose that you have an option “Activate “Create Post/Page” capability” activated. After that role should have capabilities ‘create_posts’ and ‘create_pages’ turned on in order to see ‘Add new’ at Posts/Pages submenu.
3) In order to delete role created by URE plugin this role should not be assigned to any user. After you reassign those users other role, custom created role you wish to delete will be available in the “Delete Role” dropdown list. “Delete Role” button appears when at least one role for deletion is available.