1- The first two sentences have the same meaning. In the first one "il tuo indirizzo" is direct object instead, in the second one, "del tuo indirizzo" is complement of specification.
2- Sono arrabbiato perchè ho perso il treno = "I'm angry because I've missed the train" (NOW HE'S ANGRY, IN THIS MOMENT)
Mi arrabbio quando perdo il treno = "I get angry when I miss the train" (EVERY TIME HE MISSES THE TRAIN, HE GETS ANGRY. IT HAPPENS EVERY TIME )
3- There are not enough information to understand if the speaker is a man or a woman. You should understand it from the whole excerpt.