Is it possible to get an ROC curve using Relu activation?
YES
The typical way to do a ROC curve is to have probability outputs, set a threshold, and calculate the sensitivity and specificity.
y | prob
----------
0 | 0.2
0 | 0.3
1 | 0.7
1 | 0.8


At a threshold of 0, we classify everyting as $1$, so sensitivity of $1$ and specificity of $0$. At a threshold of $0.25$, we get $0,1,1,1$, so sensitivity of $1$ and specificity of $0.5$. Et cetera...
Plot those $(1, 1)$, $(0.5, 1)$ points to start building your ROC curve.
This idea of setting a threshold and calculating the sensitivity and specificity does not assume probability outputs, so let's do the same with non-probability outputs.
y | output
----------
0 | 2
0 | 3
1 | 7
1 | 8


At a threshold of 0, we classify everyting as $1$, so sensitivity of $1$ and specificity of $0$. At a threshold of $2.5$, we get $0,1,1,1$, so sensitivity of $1$ and specificity of $0.5$. Et cetera...