Is it possible to replace onions with another vegetable on sauces and get a similar flavour?
I'd say shallots would be your best bet. While they are both part of the allium family, shallots tend to have a sweeter taste that's less sharp than your average onion. Spring onions, leeks and chives might work as well but do keep in mind that they're hardly perfect substitutes as they're more peppery than they are sharp and pungent.
However, if you don't want to use onions due to an allergy, I can only recall having read about an ingredient known as "asafoetida" but that's the extent of my knowledge. You might want to check that out.
maybe this is not very "cheffy" but then i am not a cheffy cook anyway... In sauces i've used Chive, Celery (long) and Leek with moderate success. Chive i like especially but i use differently from onions, in red sauces especially i keep about half of it back and add it to the sauce with 3-5 min to go so it doesnt only work as a substitute but also add abit of another dimention to the dish. In casseroles and baked dishes the same celery and Leek work really very well. For celery and Leek you need to find the right "cut" to acheive the desired effect and possibly think of an other ingredient such as ginger or nutmeg to balance out the exra sweetnees you are bringing to the dish.
Leek is really great for people who think onion is "too strong". I have used leek in recipes calling for onion on multiple occasions to get rid of some leek.