You aren't going to be able to follow whereabouts your case is being processed. INZ can move things at very short notice, to suit where there is some spare capacity at that time. You will only confuse things if you send papers to somewhere they did NOT ask for. Manukau was set up to expect your case, whereas in Wellington, it could sit around for a while before someone thinks, 'What is this? It isn't on any of our lists,' and takes the trouble to investigate (we hope) and (again, we hope) send it to where it ought to be. You would do much better, as you are concerned about security, to use a courier or registered post.