> Is it illegal to sell your artwork at an auction, and a criminal happens to be the one to buy it? I honestly don't know.

Law on receiving stolen goods is vague, complex, and jurisdiction-dependent. But in some cases, if the money you get paid is "the same" money that was stolen (something that's actually much easier to show with Bitcoin, where every input to every transaction is another transaction's output), and you know about the crime, yes. See People ex Rel. Briggs v. Hanley.