Yup. Bars are in certipack that are LBMA certified. Coins are well, coins.

It's just a matter of picking the right gold dealer. Sure, you need to trust third party but it's free market so one fake gold sold would swipe the company from the picture.

In EU you can buy gold anonimously for cash up to 15k EUR limit as I remember.

Yes, transport is problematic with bigger amounts of gold. I am aware of that.