The question "Who lives in Australia?" is a simple sentence containing one independent clause. This "who" takes an interrogative role, marking the heart of the question.
In the phrase "my uncle who lives in Australia", the "who" takes a relative role, marking its entire clause as a modifier of "my uncle". We have a noun phrase containing one subordinate clause.
We can see similar behavior with the pronoun "that". Used in an independent clause, "that" can take a demonstrative role: "That seems sensible". Used in a dependent clause, "that" can take a relative role: "The thing that seems sensible is that anaphors can play different roles in different clauses."
One thing that matters is how (and whether) the anaphor's antecedent is presented. Words like "that" and "who" need some other reference to give them meaning. In the interrogative case, that other (temporarily missing) reference is the question's answer.