Hello Maria94
I suggest to ask the station directly. If they don’t have lockers, you could perhaps let them at the office. But note that you must have enough time to do it between the arrival of the train and the departure of the bus:
bahnhof.gstaad@mob.ch
You can also contact Glacier 3000 with a form at the bottom of this page, it may be possible to let luggage at the valley station of the cable car:
https://www.glacier3000.ch/en/faq
Glacier 3000 will be closed from October 20 to November 7, 2025 for maintenance.
Kind regards
Danhiel