I prefer to do it in Dubai on the ground instead of online.
In terms of storage, you can do it with a local safe box provider, a bank or in a freezone - do your DD. Also not too complicated to ship it with emirates safe cargo.
As I understood, the question was, how to buy gold with Bitcoin.
How to handle that after is a whole other topic and depends greatly on the required anonymity and or general plan of action with the newly acquired bars.