Seeing as how it's most likely too late to add any new information to the story, I find it highly likely that they will be going somewhere we have already seen.
Secondly, as Kurama came up with this plan, I think it's safe to say it's somewhere Kurama knows about as well.
This limits 90% locations to places Naruto has been previously.
My only ideas would be:
1. Myobokuzan- Perhaps the special oil used for training purposes could form a sort of chakra circulatory system for Naruto, similar to what Ino, Sakura, and whoever else did in the recent Revival of the Sound 4 Filler Arc.
2. The Bijuu Temple- Another likely locationas Gaara would not have knowledge of this place and has been heavily associated with Bijuu already. (It is also worth noting that this place might have some connection to the bijuu on a more physical level, as there is no practical need to go there just to befriend and battle your inner bijuu.)
3. Hagoromo's Temple- This is my most advocated for answer. I believe this location to be the Bijuu Temple itself (or maybe even Hagoromo's home/Palace as a child which may have even inspired his creation of the physical forms of the Bijuu) and thus would have a large association with the Bijuu, with Hagoromo, and with Naruto already.
I think he's going to Minato, but for reasons other than getting Yin Kurama.
Minato is the only toad summoner still standing, so perhaps he can S/T transport them to Myoboku.
But traveling to minato wouldn't have warranted the wasted time trying to get Sakura to come along. He was literally only a few panels worth of time away. Naruto made it from Obito/Minato to Madara's location in 2 panels, all while scaling the God Tree.
