Yes
They are indeed the same place. The University of Oxford is actually a culmination of thirty-eight sub-colleges under one title.
In Oxford, obviously. Actually no......Oxford University is in England.
Oxford University isn't a 'religious' University as such, but it does teach theology, the study of religions, amongst other degree courses. Also, it has Permament Private Halls - essentially, halls...
No, Oxford Brookes University and Oxford University are two separate institutions that both happen to be in the city of Oxford.