If you lose the fight with the slavers caravan, it's game over, at least for the moment, since the hideout is not implemented yet. What happens if you lose is that they take you to the hideout, and then you get a message that this part was not implemented yet, and then you go to main menu. I assume that in further releases you will have a chance to escape ,if you get caught, but if you already beat them, you probably obtained the map from the caravan slavers themselves, so it doesn't appear in the basement of the slave house anymore. Just a guess. Pretty sure there will be actually something to do at the hideout, in further releases, regardless.
As for triggering the auction, you have to walk inside the slave house, through the front door, and talk to the guy at the entrance. Select the option "Ask to buy" , and then "Wait for the auction" .