What can I use to replace onions on sauces?
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.