Roles Can Be A Bummer
Making actions/options not available to people can force people out of the magic circle pretty quickly. Sure, roles can help people feel special, but it can go overboard. This does not mean that the rogue shouldn't be stealthy, or that the cleric can't be tank-y, but not being able to use or do something because of an arbitrary class restriction breaks the circle, which means less fun for everyone.
Sometimes, multiple people actually can do the same thing, and that should happen sometimes. If every task you throw at the player characters cannot be accomplished except for 1 person's specialization, it may be a harder adventure than these players (as a group) are fit for. Not that there can't be a situation where you need a particular player to do a something, but that it shouldn't happen all the time.
Perhaps It is a Matter of Perception
So maybe this player is simply just does not imagine the same thing you do. You can try to reinforce what you envision by describing what is going on. Is she/he making informed choices? Does she/he realize what the gravity of the situation, or how her/his character has certain strengths?
Does this player realize the cleric is running around in thick armor, while that player's character is running around in normal clothes? For example, if I think the cleric is running around in normal clothes, and goes into combat and comes out unscathed, I could run in my normal clothes, and also come out unscathed.
If this is the problem, you simply need to be more descriptive! Describe how the cleric is wearing armor, or how the rogue is especially cat-like, and how this player's character is not.
For Games Which Depend On Roles
It may be time to have your other players step up. Have the cleric yell at the other character to stay back, or that the cleric "has this." Alternatively, the cleric may ask "PEASE SUMMON THIS TO HELP ME!" as he charges in.
If the rogue attempts to sneak around, the rogue can give specific instructions; "Can you make a distraction over there?" "Wait here, and if I'm not back in 15 minutes, go get the others to rescue me." Or even: "this looks super dangerous. I don't think you'll make it. We don't want to get ourselves killed, yeah?"
In short, give him tasks, or have the other players give him tasks to help with things. Talking is a free action in combat; use it. This is especially good for players who may be experiencing some mental handicap; it gives them something concrete to act on. It allows them to contribute (which feels great and is fun) without going through negative experiences.
Finally, a player or the DM can specifically highlight when certain actions will require a specific specialization, and who has that training. If it becomes obvious that a task is dangerous and requires training, then most people leave it to the person with the training. The DM can further forbid people without specialization from trying, stating that it's obviously too hard. This is more "hand-holdy" than some people like it, but sometimes people just need their hands held.
Talk About It
Talk with the player about the roles. What is her/his character good at? What should she/he focus on? These other characters have something special about them, what is she/he special at?
Talk about how their character is so good at magic/whatever else, and how they should try to make their magic/whatever else be the solution for the current situation. (After all, we're solving these situations using our strengths, use your strengths to help solve it!)
Tough Love
Finally, you may have to resort to letting the consequences of this player's action happen. Let the events, despite other character's best efforts, happen. Talk about how that character was not focusing on what they were good at, or how their play-style does not match up well with the class they chose. Make a new character that does okay at everything, such as most games' version of a "bard." Note: this does not mean make a character who is rule-breaking and superior to all the others, but one that stands a decent chance at performing many things, and isn't a large risk to the success of most tasks.
Best Answer
Consider his perspective for a little while.
Most player misbehavior comes from playing around.
A lot of your complaints come from the fact that your player is not taking the game seriously. He is not taking the game seriously. The game is a thing of humor for him. I repeated that for a reason: He's enjoying himself. That's what we tend to do when we play.
Now, with that in mind, let's address the misbehavior:
Clowning
Clowning around is one of the main things that I've encountered as far as issues go. Fortunately, it's not malicious, nor is it particularly damaging. I had a huge problem with this in my first campaign, where I was being all dark, grim, and serious as a novice cyberpunk GM and my players were exploring the effects of their actions on the poor, hapless denizens of the world they were turning into a mess.
This is when they do stuff like buy nine thousand llamas to crash the economy. They're doing it because they can, but they're not ruining your game. My foremost advice when this occurs is to just let it happen. Your player is enjoying himself, and the other players will likely remember it fondly. If you must clamp down on it, be sure to do so with the consensus of other players, instead of just trying to end the "misbehavior" that everyone but you is enjoying.
Redirecting
I've often had players just not be satisfied with the way my campaigns go (and I've been on the participating side of this as well) and decide to intentionally mess with my plot points to redirect the campaign. Ninety percent of the time this has occurred in my games it's been either the result of good in-character roleplaying (for instance, demanding the best gear if the character being played is a greedy, self-serving jerk), or the result of a total lack of interest in the current direction of the campaign.
To deal with redirection, sometimes a soft approach is better. Give your players what they want. Remember that roleplaying is collaborative storytelling, and even though you're doing the lion's share of the writing and creative process you're still responsible for listening to others' inputs when appropriate. Never assume malice when curiosity is just as likely the driving force; I've had players try to kill important NPC's just to see how I'd react, and while it's annoying it's also a way to prove yourself as a good GM by reacting prudently and without exploding (though specifics depend on you and your style).
Trolling
Sometimes players troll you. They'll lock all the other players' characters in a bomb shelter, but reinterpret the meanings of the phrase to result in a deliberate invocation of the "chunky salsa" rule and make everyone re-roll their characters following some explosive goodness. This is usually the result of a player who's bored, discontent, or offended in some way and wants to make the campaign more "fun", perhaps at the expense of everyone else.
The important things to look at when dealing with a troll are rehabilitation or removal. Sometimes it's enough just to ask them to stop, politely. Don't place a "red line", either. It's a great way to get a player to quit in a blaze of glory having killed everyone else's characters. Other times you need to just ask a player to leave temporarily or permanently because their behavior is just so disruptive, but this should be a last resort following other remediation (i.e. the one-on-one chat). Manage trolls privately, not in front of the rest of the group.
A closing note:
One thing you may need to do is set guidelines for your player. If they're constantly playing the same character's mindset, but just remaking them according to different rules, you may need to set boundaries and restrictions on them. Consider very carefully that your player sees things differently than you do; if he doesn't know where things are going, he may very well be disruptive without knowing it.
Also remember that he may be playing the villain in lieu of your NPCs; I've seen this happen multiple times in my group because one player or another doesn't think that the core conflict is interesting, and injects another one to the group dynamic just to liven things up.
If you don't read anything else, read this: Get in your player's head and talk to him before taking any action, communicate your concerns and expectations, and be prepared to use in-game consequences or removal from the group only as a last resort.