Can auditing students attend consultation hours? Assume a university allows students to audit classes informally, so they're not enrolled and don't pay, but they attend classes anyway. Obviously, no one has obligation to allow these students to attend anything and therefore doesn't even have the obligation to check their exams and such.

In case this is relevant, my intention is for math classes.

(12 hours ago, I was rejected for a math PhD program, and the professor told me I could audit. I told the professor that 6 months ago I asked the math department if I could, but it said no. The professor told me "Don't ask; just go!" The professor suggested I audit some classes and try to do some of the classwork. I didn't think of many questions about this, but I think I won't go since the commute is 4 hours by train or 70 us dollars by taxi, and I can ask all my questions on stackexchange anyway. Thank God for the Internet)

I don't think students really learn from just attending the classes even if they ask questions in class. Exams of course are great ways to learn, but what I had in mind is asking further questions either during the professor's consultation hours or in further auditing the teaching assistant's tutorial classes.

It sounds like the questions of auditing students in class, tutorial or consultations is taking up time that could instead be used for the registered students, but I think anyone who speaks up is making a contribution by asking something anyone could wonder. Therefore, the professor or teaching assistant could clarify to the rest of the class before anyone else would ask, which actually saves time.

(I don't want to first ask the professor because it might be disrespectful if the answer is a definite no anywhere in the world. If the answer here is maybe/yes/double check with the university/go ahead and ask the professor/"Don't go; just ask", then I will be inclined to ask the professor)
The easiest answer to this would be to simply ask the lecturer. A simple "Hi, I'm auditing this class, is it ok if I drop by your office to ask a few questions during office hours, if you have time?" would probably suffice. If the lecturer doesn't mind, then you're good to go. 

I would probably not agree to auditing students attending office hours/tutorials, especially in large classes. Generally speaking, auditing classes is fine, as long as you do not put additional strain on the lecturer/course apparatus. If I start accepting office hours from one auditing student, I'll have to do so from all of them. If my guest students start attending tutorials and take up other students' time from actual registered students, I would probably intervene. 

This is me, and other lecturers can have different attitudes towards their auditing students. The best thing to do is to ask.