Okef will hold your weapon for you if you run off while he is repairing it right?

An NPC auctioneer could hold sold items and upon your entrace he shoves your purchased wares, or expired sales, right back at you.

Perhaps sold goods, or expired auctions while they are being held by the auctioneer could be nipped by thieves. So any sellers who are lax enough to put something up for auction and not pick it up promptly would be at risk of loss.

This would require a time limit to auctions.

As for the safe idea, like lock box idea. I guess its pretty good idea in and of itself but its not the same functionality as an auction house. You would still have to have close contact with tinker/chanter which might be a problem for you if you dont know them. How would you pass payment along through the lock box idea?

And in fairness to what SW said, these lock boxes would have to be lootable so would we have a lock box system inside a bank as large and expansive as an Inn (any smaller and its fish bait for every passing thief), with many rooms? This idea approximates Inn rooms with a controlled entry for guests. Could just put a combo lock on Inn room doors. (not a bad idea either, lets quit paying 2 mcgrail for keys)