We can assume the Apostle Paul was saved. Yet he makes it very clear that he continued to feel like sinning. He had to "pummel his body and lead it as a slave," with strong implication that even so he sometimes failed to resist the temptation.
Yes, that is the case.
Grace implies union with God through Christ. But this is an inherently unstable state in a mortal man, kind of like a radioactive isotope. You know it can’t last, the only question is when will it decay.
The bigger problem that I pointed to is self-deceit. Men believe they are saved, and believe they are no longer sinning, but looked at objectively this is not the case, and in fact, cannot be.
BTW, I am not exacatly a Christian, but I am pretty good at technical theology, both Protestant and Catholic. It is a series of one knotty problem after another, from Augustine to Aquinas to Martin Luther to today.
The ‘thorn in his side’? :*(