Questions on conjunction and one more

Hi. In the Naver.com (online) dictionary for the word "which," one of the definitions is this:

javascript:flink( is also a conjunction. CONJ
In her panic she couldn't remember which was Mr Grainger's cabin.



Can you tell me how it could be a conjunction?

Also, does the word "that" serves as a coordinate conjunction here?

Tom was so happy that he shook his friend's hand.

One more question: Do you think giving the name of a movie in the following way is correct? Let us pretend the letters "XXX" represent the name of a movie.

He appeared in the movie "XXX." His role in the movie "XXX" was ...