I believe the correct answer is allusion.
Shakespeare is mentioning Aurora in these lines, and given that Aurora is not a character from Romeo and Juliet, but rather just a reference to something outside the play, the correct figure of speech has to be allusion.
There are no similes in this excerpt - a simile is a comparison using words such as like or as. Oxymoron is when you put together contradictory terms, and here we cannot see that. Puns are play on words, and even though Shakespeare is famous for his puns, they are more common in his comedies rather than tragedies.