Personally, I would not leave a bag in the Club for any extended period of time.
I am in that lounge 2 -3x per month and have never seen or heard of any issues, so it's just my preference to not take the risk.
The luggage storage in the station is ridiculously expensive. I'm sorry, but I dont recall the pricing off-hand, but I remember feeling really ripped off the one time I had to use it.
One alternative may be to take your bags with you to one of the nearby hotels and see if they are willing to store them for you. I've had a few friends do this before and it worked out quite well.