I think this question touches an important and essential aspect of a function. Namely, a function is more than the mapping $$y=f(x)$$
It is an object which also crucially depends on the domain and the codomain where it is defined.
\begin{align*}
&f:X\rightarrow Y\\
&y=f(x)
\end{align*}
It is important to know, that the definition of domain and codomain have fundamental influence to the properties of a function.
Question: Is $\sin x$ odd? Answer: It depends! It depends on the definition of domain and codomain.
\begin{align*}
f:(0,\pi)\rightarrow\mathbb{R}\\
f(x)=\sin(x)
\end{align*}
This is not an odd function (at least in a non-void sense), since there is no $x\in(0,\pi)$ with $\sin(x)=-\sin(-x)$. Negative $x$ are not even defined for it. But, if we extend the domain to $X=[-\pi,\pi]$, then $f(x)=\sin(x)$ becomes an odd function.
With respect to your second question, let us assume a function $f$ is defined at $(0,l)$
\begin{align*}
&f:(0,l)\rightarrow\mathbb{R}\\
&y=f(x)
\end{align*}
Let us consider a function $g$ with
\begin{align*}
&g:(-l,l)\rightarrow\mathbb{R}\\
&g(x)=\begin{cases}
f(x)\qquad\quad &x\geq 0\\
f(-x)\qquad &x<0
\end{cases}
\end{align*}
Here $g$ is defined as even function, since $g(x)=g(-x)$ for all $x$ in the domain of $g$.
Let us consider a function $h$ with
\begin{align*}
&h:(-l,l)\rightarrow\mathbb{R}\\
&h(x)=\begin{cases}
f(x)\qquad\quad\quad &x \geq 0\\
-f(-x)\qquad &x <0
\end{cases}
\end{align*}
Here $h$ is defined as odd function, since $h(x)=-h(-x)$ for all $x$ in the domain of $h$.
We observe we can extend the function $f$ either to an odd or even function, so that approximation via a family of odd functions like $(\sin nx)$ or a family of even functions $(\cos nx)$ becomes feasible.
Note: When we talk about $\sin$ as odd function, we implicitely consider an appropriate domain.
Epiloque: To say it less formally, it is essential where an object lives.
Question: Is $f(x)=|x|$ differentiable? Answer: It depends! Question: Is $f(x)=\text{sign}(x)$ continuous? Answer: It depends! The term continuous touches another essential aspect. It does not merely depend on the domain and codomain as a whole, but also on the fine grained structure, namely what are the open sets, what are neighborhoods of points. This is a main theme in point set topology.
Add-on [2016-04-10] according to a comment of OP.
It is stated in the question, that $(\sin nx)$ is a complete set on $(0,\pi)$, which may sound somewhat peculiar, since the statement that
\begin{align*}
\{1,\cos x,\sin x,\cos 2x, \sin 2x, \ldots\}\tag{1}
\end{align*}
is a complete set of orthogonal functions in $(-\pi,\pi)$ is much more common. In fact it's again the domain which is crucial for the correctness of OPs statement.
Recall, a set of orthogonal functions is complete, if the function $0$ is the only function which is orthogonal to all elements of the set. This means, the set cannot be extended by another orthogonal function. In a more general context we talk about $L^2$ functions and call a set of orthogonal functions complete, if the only function orthogonal to all members of the set is $0$ almost everywhere.
A proof showing this claim on $(0,\pi)$ based on the completeness of (1) on $(-\pi,\pi)$ is given in this paper.
\sin nx. As you note, it is already odd. It's about extending the definition of some arbitrary function that you wish to expand into a Fourier series. – Harald Hanche-Olsen Apr 09 '16 at 11:32