I play a Greyjoy deck, and the lack of locations that gives gold bonus push me to run in the deck 2 Great Keep (house Stark location that gives 1 gold bonus and costs 0 gold to marshall).

Normally I know that I have to pay this location 2 gold instead of 0 (due to out of house penalty) but now my question is: during setup can I pay Great Keep 0 gold or I have to spend 2 golds anyway?

I think the gold penalty apply when you play/marshall cards, but during setup you don't play/marshall them (in fact you cannot activate response like the Heralds or House Umber Berserk or Castellan of the Rock because they don't come into play during setup)

thorin_81 said:

This question is easy to answer, because it is specifically mentioned in the rules on page 9 of the Core Rules of Play, under 6. Place setup cards.

...Cards affiliated with a different
House (than the House you are playing)
cost 2 additional gold to play (this is called a
gold penalty, see page 11)...

thorin_81 said:

Just to offer another solution besides the rules related question that was already answered. The latest chapter pack carries an agenda that allows a treaty with the isles, unfortunately (well maybe fortunately) the agenda doesn´t allow to play "house Greyjoy only" cards. The agenda may help to run your Greyjoy cards.

Also a Greyjoy expansion is announced for the early summer and you can bet that Greyjoy will get their portion of inhouse locations then.

If neither of my suggestions helps i would just treat the out of house resources as an inhouse resource in friendly gameplay till Greyjoy get´s their resources. That´s what we´ve been doing, it also makes sense because Greyjoy had these resources back in the CCG time of this card game.