As a rule, toxic management avoids leaving paper trails. I had a boss who was so predictable about this, any one on one call with him would inevitably default to threats and harassment.
Of course, there are always toxic managers dumb enough to leave a clear and permanent paper trail.
Witness SAC getting shut down. Or the Libor scandal. And many other scandals involving the financial sector.
Now, does GS specifically engage in such practices? Maybe, maybe not. But it's more than plausible.
A family office isn't the same thing...
Nobody that is asked to do illegal (or grey area) things or that gets threatened in person will yield to your demand for "evidence". To ask for it in this context is not very humane of you, it's not hard to imagine why it isn't there.
_Office culture is a cubicle and 12 hour workdays_
But then it changes when you are using company tools. Teams can be configured to automatically record all conversations. The consent is baked into your employment agreement.
Whatever it is, it isn't for 'off the books' conversations.