The princess believed that she was a boy. She was wearing a dress during the ball (not intimidating) and we weren't really shown what the nobles were gossipping about. For all i know they did noticed, but refrained from taking action. The band was a group of misfits to begin with, so a Kushan wouldn't be that out of place and fits with Griffith's later philosophy of incorporating Kushans into his army.
I also imagine that a Kushan female would look a lot like her and Indians/Pakistani's do look like mixed girls (to some) with some even calling them white.>I'd hardly call what happened to her a slave auction
Never mentioned auctions. Slave auctions were held in the Caraibbeans, but you could buy slaves on markets in Africa and Europe. >before the Kushan invasion
There's no reason to assume that there weren't any Kushans in Midland prior to the invasion.