CeAuSb2 has previously been classified as an antiferromagnet with moderately enhanced electron masses. As the magnetic order is suppressed by a magnetic field, non-Fermi liquid behaviour has been shown to emerge, suggesting the presence of a quantum critical point (QCP). Within the ordered phase a metamagnetic transition was detected. Here we investigate the material by isothermal magnetization M(H), transverse magnetoresistivity ρt(H) and Hall resistivity ρH(H) measurements. We show that the metamagnetic transition splits into two first order transitions below 2 K. Pronounced anomalies in ρt(H) and ρH(H) are not only observed at the QCP and the metamagnetic transitions but also at a new characteristic field above the QCP.