Your answer for (b) does seem correct, as you said.
Reflexive means that every element is related to itself. In particular, we would have needed to show $\forall n \in \mathbb{Z}$, $n$~$n$. This is clearly not true. The HCF of any number with itself is the absolute value of itself: so the HCF of $n$ and $n$ is of course just $|n|$. There are many cases for which $|n| \neq 3$, hence this relation is not reflexive.
Transitive means that if I have $x, y, z \in \mathbb{Z}$, if $x$~$y$, and $y$~$z$, then $x$~$z$. Suppose that $x = z = 6$ and that $y = 3$. Clearly in this example, $x$~$y$ since the HCF of $x$ and $y$ is 3 and same for $y$~$z$. But the HCF of $x$ and $z$ is 6, so $x$ is not related to $z$ by ~.