I have the gold Five Pounds and Two Pounds of 1937. I have them in individual screw capsules, in ex single crown size proof plush lined cases. They are not for sale, though.
The gold proof Sovereign and Half Sovereign for this date are MUCH harder to find outside the set. Also have a (very) incomplete set of the silver and bronze proofs.
The coins that I do have were cheap opportunity buys, as individual coins.