1) Should I split the roles in squad? Example: 5 models anti-infantry, 5 models tank hunters. OR should I give them all same type weapons. Example: 2 Heavy Flamers + rest combi flamers/ flamers. OR give them all type of different weapons (plasma, melta, flamer, boltguns, heavy and so on)
Well since 8th edition allows you to split a squads fire across multiple targets I would say being able to go after both infantry and armour/monsters is a good idea.
2) ratio of special issues boltguns, special and heavy weapons. Example 2x Heavy, 1x Special, 2x Combi, 5x Special issue boltgun.
Well you only have the option of up to two heavy weapons, special weapons, or heavy flamers; two heavies and a special weapon isn't going to be possible.
As far as ratio goes its all about the role(s) you want the squad to have and how your going to move them on the battlefield. Since you intend on having them at close or mid range most heavy weapons aren't going to be that worth it. Overall I'd say take 4-6 combi weapons, a single heavy or special weapon, and the rest as special issue ammo.
Also somebody suggested to me to take Company veterans instead and use sternguard only with boltguns. But Company vets are only 5-man squads and work a bit differently but I am open for any alternatives.
First, squad size apart sternguard and company veterans are functionally the same. Same points and same upgrade options, the only difference is size and who has access to special issue bolters.
That being said, special issue bolters are honestly pretty good overall; more range and better ap than the standard bolter. However as good as they may be they don't necessarily fit in with what you want.
I have not yet seen any articles on sternguard in 8th edition so I am not entirely sure how to equip them. I am not looking for best combos. I am more like fluff player and usually equip models however I want but I don't want to build total mess this time which won't work at all.
Thats because there is no one best combo. Flamers will be better at dealing with hordes, meltaguns at vehicles or monsters, and grav and plasma guns at heavy infantry.