NOTE: I don't use the auto-expansion features of ASE so fwiw ...
In your example you mention a) creating the device and b) configuring your segment for auto-expansion. You don't mention if you configured the device for auto-expansion.
I'd suggest you post more details (eg, <dbname>..sp_help <dbname>, sp_helpdevice for each device used by your database, and the output from sp_dbextend 'listfull'). [suggest you cut-n-paste the results into a *txt file and attach said file to your reply]
Also, have you tried enabling the 'trace' option followed by some 'simulate' tests to see if any (error) messages are generated? [looks like you'll need to issue a 'reload' command after running a simulation]