In the auction house you lose 2%, then another 5%. Plus, it's a complicated process, comparing to just sending the gold.
In the money transfer, you surely lose 2% (maybe 3% then, if it seems to small).
In the dangerous provinces, you only risk losing 10%.
So, it's either you send it to someone else for a certain 2-3% tax, either you risk it and lose 10%. You might not lose.