First thing for a new traveler is to shop around. Even a cursory Google search will show Aureus has more negative reviews for travel nurses (they do better with allied health travelers) than any other agency. If insurance is important to you (still mandatory under Obamacare), that is one thing (among others) you should review with any prospective agency. In my view, you should sign with several agencies so you have a plan B when things go bad and they should not be random but picked carefully on the basis of what real benefits they have for you, and the quality of communication you have with the recruiter.
$500 a month is a bargain for decent insurance. Unlikely you can do better on the healthcare exchange where plans for most states will be above $700 without subsidy (which travelers don't qualify for because of income level). If you still can get COBRA from your last job, do it! Otherwise, you can shop agencies for the best plans (usually not such great insurance plans though, or very expensive if they are).
Failing that, you can negotiate with physicians. Typical insurance contracted rates (often you will pay that in full with a high deductible insurance plan anyway) are on the order of $75/80 for a physician visit, $120 for a specialist. If you ask the office person, they will often have a cash rate that is about that with no negotiation.
As far as your other issues go, every agency is different on details and much depends on a multitude of variables. But first understand the basis of how agencies work: they receive an hourly bill rate for every hour you work. You don't work, they don't get paid. They take out a portion of the bill rate to cover their own costs (industry average is currently around 25% - Aureus is higher though) and the remaining 75% is sliced up into the various compensation components paid to you. This includes your hourly rate, housing and per diems, travel pay, completion bonus, insurance, and employer side payroll taxes. If you don't generate billable hours, they have to reduce your compensation.
In this case, Aureus is cheaping out by making you ineligible for insurance and housing to compensate. Some agencies will simply work in their extra costs of a contracted pre-approved week off by lowering your hourly or some other pay component for the entire contract, making the cost to you invisible. Others, particularly with a proven traveler who they want to treat well, or with a better than average margin on a particular contract, may choose to eat the extra cost out of their own margin. Lots of ways to go, but the size of the compensation pie is wholly dependent on the bill rate and actual hours worked.
There is a "clawback" penalty for missed hours in most agency contracts that Aureus could have utilized instead. In a completely fair contract, those missed hour penalties will be exactly the per hour rate of all your compensation (not just the hourly) added together (probably in the $50 to $70 an hour range less your actual hourly that you are not getting paid for hours you don't work). But many contracts are poorly worded with undefined damages, or attempt to include lost profits (the agency 25% share of hours you didn't work).
Wrap your head around how business really works, and you will realize that these very different stories you are hearing from travelers may all be true, but need perspective on how the underlying finances work. You may find you are making significantly less on the surface (and knowing Aureus, likely for sure) than travelers for other agencies (or benefits), but you have to examine the entire compensation package for those travelers and yourself and do some math to verify that. You can get a handle into what you are really making, and what different agency's offers are really worth by using PanTravelers travel calculator.