CeAuSb2 is a rare earth intermetallic with mesoscale spin-density wave (SDW) magnetic order below 6.6 K. Starting from a simple single-q SDW phase, application of a magnetic field triggers a metamagnetic transition to multi-q SDW order. Our transport study of the field/pressure/temperature phase diagrams suggest that these observations could be explained by an underlying electronic nematic order. Indeed, we found a weak coupling to the lattice, in previously unknown zero-field structural transitions at 200 K and 6.6 K. We aim to test our hypothesis of f-electronic nematicity through an accurate characterization of the corresponding atomic displacements and lattice distortions, using WISH and HRPD.