Not sure what kind of safetybox you got in your bank but over here they are just plain steel containers vary in size depending on what you pay. I got a couple of them though the service becomes less and less common over here. I don't see how storing drives in there would be a risk, just a hassle to keep them up to date.
Personally I just dropped a Synology at my parents place. They have a 1GB up/down line for watching her youtube video's and every week of my critical data they receive a copy. Relatively low cost, low power and easy to use.
You know abroad they also have HDD's etc? As you haven't setup your NAS yet, you don't have it loaded with data yet (?) why not just get a new setup abroad?
Now if you really have to, and have to by air, yeh HDD's in a carry on and PC on a suitcase. Alternatively if you still got the box that came witht he case, use that as they are typically well protected.