Filter list by role?

absolutely – see first screenshot
http://wordpress.org/plugins/amr-users/screenshots/
for eg:
default lists exclude administrators for example.
could also specifically only ‘include’ users with certain roles

Lists are the same lists.

Difference is if one is ticked ‘public’ the shortcode will allow it to display publicly and if csv switched, the csv file will be writen to the server for download not generated realtime

sorry – I meant if you have ticked that the csv buton should be available on the public list (see settings)