Laos, Myanmar, Cambodia -- possible locations. I'd also consider Nepal's new tourism policy... and anywhere in Africa with good diving would work too. Maybe even Madagascar, but we'll need some mercenaries, I don't think the President is fully established yet.
Actually, the only thing that wasn't stolen at the Louvre's Apollo Gallery is the Regent Diamond, figure no one would take it because something to do with a curse.
I've also found that the two thieves were leaving for Algeria, thanks of a trace of DNA evidence recovered from a helmet and their past in burglary cases according to the police.