A Role is an identifier, an alias for an object, so talking about a stateful/stateless alias isn't technically correct. A Role has RoleMethods however, and those are stateless.

In other words, the answer is No, there is no state in a Role construct.

An executing RoleMethod can access its actual parameters and temporary variables. It can also access the current RolePlayer and the current Context.¹⁾

State will be kept in one of those locations.