You can’t hold the Khums money if you know any Mustahaq personally if have to give it to him/her otherwise you have to give it to representative of Marja or those authorities who have permission to take Khums money.

Ruling 1862. If there is no one entitled to receive khums in a person’s town, he can take it to another town. In fact, he can take it to another town even if there is someone entitled to receive it in his town provided that this act is not considered to be nonchalance in paying khums. In either case, if the khums perishes, he is responsible (ḍāmin) for it even if he was not negligent in looking after it. Furthermore, he cannot deduct the costs for taking it [to the other town] from the khums.

Ruling 1863. If a person takes possession of his khums by way of agency (wikālah) of a fully qualified jurist or his representative, he [is deemed to have paid his khums and] is absolved of his responsibility. Furthermore, if he transfers it to another town in compliance with the direction of a fully qualified jurist or his representative, and in the process it perishes without him being negligent, he is not responsible for it.