@Drakaina I did already. It turns out that the auxiliary bug is only related to choosing a cast race. All the other race then that works after auxiliary creation.
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So it's seems that I'm late to complete the story mode in PSO2 classic since I was trying to beat episode 2 and one part in it is that I have to make an auxiliary to progess through that episode and when I try to make it with my CAST character, all I got is this. "Not created with the correct data" Note I actually did made an auxiliary with a character that I deleted a while ago. So it looks like the story quest mode is unbeatable so far due to this bug that might be related thanks to the ngs update.