What should my mares be used to when they go to the auction?

I can't think of anything you haven't covered, but have you considered other ways of selling them? Auctions concern me, because you don't ultimately have any control over what kind of home they end up in. Private sales are a bit more work, but you're more likely to find a good "match". Horsetopia is one on-line site that I know of that I think is either free or cheap to advertise on. Anyway - love your sacking out activities - you'll have horses that could stand still with a bomb going off! :-)