I’ve not heard anything about it, but Texas did. I think they actually sold it in NY and arranged to take it from somewhere delivered in Texas. Anyway, Texas has their own Gold depository.
The Texas gold was held at commercial banks in New York City, and it was costing them a fair amount per bar every year. The Fed doesn't store gold for U.S. states or organizations.
Re: “Texas has their own Gold depository.”
As I recall, Texas is one of several states that accepts gold as legal tender - for state taxes and state bills, anyway.