The correct answer is A) refractory and insulation. Downcomers on auxiliary package boilers are protected from direct contact with hot gases by a layer of refractory material and insulation. This insulation helps prevent the downcomers from overheating and maintains the proper temperature and pressure conditions within the boiler system. The other answer choices are incorrect because: B) screen tubes would not provide sufficient protection, C) steel baffles are used for flow control rather than insulation, and D) water wall tubes are part of the boiler's heating surfaces, not the downcomer insulation.