Yes, all correct, regardless of MX or Z model, if there is a cellular wireless wan backup (either USB dongle or integrated cellular) and there is no WAN/Internet connectivity via the WAN interface(s) on the MX/Z then the cellular will be leveraged for all traffic including AutoVPN tunnels, automatically.
And if you happen to have an MX or Z with embedded cellular, the units still have USB ports, and can still use an external USB cellular dongle, which would override the embedded one. That is, there's only one active cellular link, so if you've got an MX68CW for example, and both WAN1 and WAN2 are down, you either have the integrated cellular OR a USB dongle as a tertiary backup. You cannot use integrated cellular as a tertiary backup plus a USB cellular dongle as quaternary backup, or vice-versa.