Castle Volkihar has it, but you have to complete the main Dawnguard quest.
All the containers in Castle Volkihar (inhabited front part) were safe for me (Xbox 360) even before the Dawnguard quest was finished. But the display cases all respawn their contents which can lead to overcrowding, but I tested most display cases and they never lost anything. The stuff outside of containers will also respawn. The stuff I placed on tables and benches in Harkon's room after the quest was finished never vanished, I never got around to dropping stuff all over the castle. Never had any luck with containers in Fort Dawnguard either before or after the quest was finished. The weapon rack in our room is a bit glitched on the Xbox 360 and I am still waiting to see if the mannequin can at least manage not to loose anything. I have no intention of using Fort Dawnguard for storing anything, it is full of thieves!
My Dawnguard character was testing out storage prospects at Castle Volkihar, but since it is considered stealing (at least on the Xbox 360) to touch anything in the now empty castle, she is not likely to be that interested. But a castle all to ourselves would be nice. She emptied every container in the place and put a known item of her own in each, but has not bothered going back yet to see what the result was. Maybe PC players have an easier way to test that.