Do flying creatures ignore effects such as Grapple, Aura, Guard (mellee), etc. ?

No.

Flying only means barely not touching the ground. With grapple being accessible to heroes, some strange situations may occur.

Soaring is a different story...it doesnt work in dungeon though.

Well flying figure ignoring aura, grapple etc when it is flying over character with those skills. But if it land on adjecent space to make attack he gets dmg from aura, grapple starting working. About guard if melee hero want to use it on flying figure he has to wait till this figure will land to make attack on adjecent space. Range and magic can make attack during moving of flying figure.

Are you playing a RTL campaign or just Vanilla Descent? As Telakbir has already stated Soaring will change things a bit.