We don’t know really what happened to the red slippers. Not everything went to SB, there was Snow’s cabinet etc so there is still stuff there at Rumbles place.
As for the necklace that Emma through down I don’t recall Bae ever picking it up and why would he keep it at that time he loved Tamara.
Jefferson said the slippers had already left for another world. We don’t know what world, but based on the story of Oz, it was probably out world, but not SB. SB did not exist yet. Most of what was in Rumple’s castle is now in his shop, but even if it wasn’t, Bae doesn’t know about that castle. He left long before Rumple got it.
He has the necklace the last time we saw it. And he thought he loved Tamara but he clearly loved Emma too. He didn’t just fall back in love with her when he was about to fall through the portal. He’s always loved her. That necklack is very important to both Neal and Emma; we will see it again.