Fix auxo build and add auxo build check (backport #2140)

[mergify]

Changelist

[Describe or list the changes made in this PR]

Test Plan

[Describe how this PR was tested (if applicable)]

Author/Reviewer Checklist

• If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
• If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
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• If this PR is one of many that implement a specific feature, manually label them all feature:[feature-name].
• If you wish to for mergify-bot to automatically create a PR to backport your change to a release branch, manually add the label backport/[branch-name].
• Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

• New Features

  • Introduced a new CI/CD workflow job for enhanced automated checks and builds for the Auxo project.
  • Updated Docker image build process to include necessary development packages from additional directories.

• Improvements

  • Improved overall workflow efficiency by incorporating new build and dependency management steps.

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This is an automatic backport of pull request #2140 done by [Mergify](https://mergify.com).

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