Hi,
1. Grouping won auctions together for the payment is possible. I suppose it would be by creating a "pay all the remaining won auctions" button on the bids listing of the customer (accessible via his user control panel on the frontend or a menu item of the type HikaAuction bids). There's quite a bit of development to make it happen, but it sounds like a good idea.
2. Creating the order before any user interaction poses many problems. Supposes the user hasn't yet entered any address, or he has several addresses to choose from, or he moved since he entered his address on your website last year and he wants it shipped to the new address, or the shipping cost added to the bid requires the address of the user, or it changes based on the location, or you have custom order fields you want the user to fill.
Basically, it makes it inpractical to create the order before the user go through the checkout as HikaShop doesn't have the necessary information from the user to do it.
You're not talking about the HikaAuction>Auctions menu in the backend of HikaAuction, where you can see a list of the auctions, and filter with the status of the auction, sort by finished date, etc. From what you're saying it looks like it has the information you're looking for. Or am I missing something ?