relief pitcher roles

I have my closer also in the role of setup. I have a pitcher in the backup role for setup. Can I set the latter as tied and late as well or is there a problem with that?

>> someone more experienced than me should verify this, but...
I am pretty sure you can set at most TWO roles for any Relief Pitcher.
(and I suppose doing what you mentioned is okay)

RG is correct. RP's can be set for 2 roles. No more though. So you are good to go with your scheme.