I'm sorry, when you said auction I automatically assumed sales barn! It's good you are getting them from a breeder. Unfortunately, there is no vaccine for CAE or Johnes. I think there is one for CL, but that's all I know of, of those three. Being that you have talked with the owner she would know if she had CAE or Johnes present, and if she hasn't said anything, then I wouldn't think it would be either of those unless she doesn't test for them. I'd worm, treat for coccidia, and keep an eye on them then. Hopefully it's just a little bit of stress from being moved, and they'll bounce right back in a couple days.