Hi,
What you want to do is something really specific and that's not what we have in mind for HikaAuction (or to be precise: HikaMarket + HikaAuction).
The first point is already possible because you can assign vendors (who can create auction) depending Joomla user groups.
The other points are more complicated.
Your request is not impossible for the fact where you can find payment gateway which are proposing "escrow account".
The only one I have in mind is MangoPay.
All other methods won't be legally possible regarding what an "escrow" must be.
For what I can see, it is more a "custom development" than a feature request.
Now if you want to do such kind of development, we can see how we can add triggers in our components to give you good "entry points" to plug-in.
But I can't honestly tell you that we will add your request in the TODO list knowing that it is not the development direction that we have in mind for HikaAuction + HikaMarket.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.