Lulu savouring Auron's movements is a really nice idea (and allows me to savour them too!)
Aurons guilt at his own actions here read very well, disguising his own previous stupidity by lecturing Lulu. Lulu noticing but deciding not to comment shows a great level of respect that would otherwise have been easy to overlook.
Lulu's flashbacks are written wonderfully, they really tug at the right heartstrings and instead of making me feel sorry for her they make me feel determined for her.
Lulu's real motive comes over in this. (I'm not sure how to phrase this but I'll try!) I'm glad you waited before having them seek out Yojimbo, it adds more depth through the timing. There are a lot of people who would have rushed right in to Yojimbo and started the story with Auron finding her there instead, but this way works much better and has allowed for some really in depth and beautiful character and relationship building, so by the time they arrive at Yojimbo we have a clear view of the relationship level which makes the reactions in the next few chapters even more believable. ^_^
"recoiling as the spirit's insubstantial image brushed against and through her." This is a very good reflection on Yojimbo's character (how you want him to be seen) as it shows really well how little regard he has for people, not even giving the small courtesy of stepping around them rather than just walking through them. A complete invasion of everything that is theirs. Also his language sounds cruder and well placed due to the overall tone of the writing up to this point, the contrast works very well. It's made very clear by his actions that Yojimbo knows he can't be touched.