has anyone done or does pcgs offer, direct to auction?

i ship coins across the country to pcgs. they ship them back all the way across the country again. then i ship coins out across the country back to CA to an auction site.
can i save the thousands of unnecessary miles by doing something in the account and have the coins go a few cities away and save all the cost and risk?
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I believe more than one auction house allows folks to send coins to its premises and they will take care of the certification prior to sale.
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that's a good point and i've done that before.
the crux is that we sometimes don't know how something will do and once grades pop, that may change our mind but it is discourteous to send them to said auction site and if they don't grade out properly, to ask to have them sent out again or back to us. certainly possible but a route i try to avoid.
what do you think?
I've had eBay consignors list me as the recipient address so PCGS or NGC send the graded coins to me, and in the event they want to keep a few coins, I then ship just those to the consignor. Not sure whether an auction house would want to deal with that hassle.
Great Collections offers the option of sending them ungraded coins. They send them off to PCGS at a better rate than I can get and then when they get them back the auction them off and take back the fees. That has worked out well before.
I think that a call up front where you say that you would like to ship the auction house XX coins, and if they grade at YY, you would consign them, and if they grade at less than YY you would like them returned and you will pay the fees.