The way I understand it - and the way many trans people have explained it to me - is that gender is an inherent feeling inside the body that you "just know".
Gender roles is what society tells you should be your role and presentation in society based on your gender presentation and feeling.
In my understanding - gender nonconforming means your gender itself is not the norm (ie nonbinary). Gender nonconforming is your presentation.
That's how it's always been described to me.