It's astonishing how many central banks don't actually possess any gold reserves. You're a fucking nation state with armed forces, how hard is it to build a vault and have some guys guard it?
Discussion
When WW2 suddenly got serious, Australia's Prime Minister "Sir Robert Menzies" and his elite cronies made a bolt for London like a rat up a drain.
Our gold reserves were already there.
If your elite has a similar plan for a crisis, it's only good sense to pre-position the loot in the place you're planning to go.