Transmission

I don't know, I've never bought a car at an auction, did you test this car before you bid on it? Could be a speed sensor, or it could be something bigger, anti theft light could be problems within the alarm system, door ajar light is probably a sticking door switch somewhere. I suggest you take it to a local reliable non-major trans shop for diagnosis, some will do it for free, they can scan for trans codes, run some air pressure tests to check solenoid physical operation and such