I read through all of your questions and my impression is that you need a more experienced agent who can aggressively track down your options for buying this house. It doesn't sound like the house is currently on the market, though.
You say you did not sign a Buyer's agency agreement, so in reality, you are not obligated to purchase through this agent. I hope she appreciates your loyalty. What you might consider is asking the agent to refer you to someone else in her agency who has more experience with the type of transaction you are trying to do. She would refer you for a referral fee which is a percentage of the buyer agent's commission paid by the agent, not you. This is generally a win-win situation since the experienced agent gets business she/he did not have and the referring agent still "takes care" of you by getting someone else to represent you.
To answer your questions about listing history, your agent should be able to look in the MLS and find it out, even though the house is not currently listed. She an also get you public record info such as assessments and taxes. While she is there, she can get you comparable sales in the neighborhood. Last year's information is probably too old, but it will give you local sales trends.
You may have a pre-approval from a bank, but from reading your questions, it sounds like you might need to get that detail done sooner rather than later. A pre-approval letter from a lender (ask your agent for a referral to a knowledgeable local lender) will assure the seller that you are qualified to borrow and the lender is willing to lend you the amount needed to purchase a house at that price. You do no have to have a specific house in mind. That is one of the first steps I take when working with a buyer. Imagine your disappointment if you found the right house but you didn't qualify for a loan at that price.
If the house is to be auctioned, is it an auction on the courthouse steps or a real estate auction? There are a couple of real estate auction houses in Tulsa (I looked them up on the internet) who could give you particulars about real estate auctions. With a courthouse steps auction, sometimes the only one who shows up is the auctioneer. Since someone ordered the auction, there is usually a minimum price that will be accepted.
Finally, as you have experienced, a short sale requires a lot of patience and persistance. A foreclosure is actually easier because the bank has repossessed the house and will be selling the house with a clear and marketable title. All the liens are cleared. The bank will want a certain minimum price to cut it's losses and will want to sell the house to get it off it's books. By the way, you can get a home inspection for information purposes to find out if repairs are needed and if it is still a reasonable purchase for you. Ask your agent (probably the new one) for her thoughts on this.