Didn't, at one point in the book, it mention that Nomad/Zellion/Sigzil had bonded a highspren? This would explain several things, such as Auxiliary's name, the fact that he still has access to the flying surges, and that Auxiliary refers to him as his squire, since that would make Sig a Skybreaker, which as we've seen with Szeth, have a different relationship with their spren.