Hello and

!
You're a bit late, are you?
I'm not sure I know what exactly you mean by auxiliary quantity. The Planck constant has been regarded as such when it first was introduced in 1901, but that's possibly a more historical aspect. The absolute magnitude in astronomy is an auxiliary quantity. I would consider them as quantities that occur in solution processes although they are not the primary goal of an experiment or a calculation. This is very general and an exact definition might be impossible as it depends on the context.
Linearization of a function is probably the local (!) approximation of a function by its first derivative. If you consider the Taylor series of a function ##f(x)## at a point ##a## then its Taylor series is
$$f(x)=f(a)+f'(a)\cdot (x-a) + f''(a)\cdot \dfrac{(x-a)^2}{2}+f'''(a)\cdot \dfrac{(x-a)^3}{3!}+\ldots $$
and a linear approximation in a neighborhood of ##x=a## is thus ##f(x)\approx f(a)+f'(a)\cdot (x-a).##
Another form of a linearization (in mathematics) is the approximation of ##f(x)## by a chain of straights, i.e. a chain of piecewise linear functions along the graph of ##f(x).## However, in physics, it is probably the Taylor series.
Here is an article on some things that should be considered in an exam:
https://www.physicsforums.com/insights/10-math-tips-save-time-avoid-mistakes/
These are all very general considerations. It may help if you had more specific questions and examples.