Honestly I'm just trying to wrap my head around the fact that you can just ask for $40M in gold bars as a CIA agent and they don't have a better way of figuring out if you pocketed it than looking for it later (and apparently taking a while to think of checking his home?)
Probably a mini Iran-Contra. Get approval for paying $40m to [SECRET] to carry out acts of pro-US terrorism. Steal the gold. Tip off the enemies of the group so they fail/are killed/arrested. Then report to your superior that the mission was a failure due to enemy action.