Here are some of the answers:
1. HIVE_AUX_JARS_PATH in the hive-env.sh or set on your shell (not hive cli) will override the one set by "hive.aux.jars.path" in hive-site.xml. However calling "hive -hiveconf hive.aux.jars.path=..." will override HIVE_AUX_JARS_PATH setting in hive-env.sh. Using "hive --auxpath ..." will append file to any settings you may have in HIVE_AUX_JARS_PATH.
2. Since we ship the Apache Hive binaries so hive.reloadable.aux.jars.path should be supported on any hive shipped since HDP 2.2.0.
3. "hdfs:///" is supported on add jar, doubt if hive.aux.jars.path supports it.
4. Wildcards are not supported in both hive.aux.jars.path and add jar.