Is it safe to use labels created from unsupervised model to train a supervised model using the same data?
Please take care of stratification while sampling data for training. You should mention stratify = y in train_test_split .   

High ROC-AUC may be pointing to imbalance dataset - when-is-an-auc-score-misleadingly-high  

Also check this out - k-fold-cross-validation-auc-score-vs-test-auc-score