I don’t think there’s really any doubt it existed. News reports that mention it:
- Trump in Palm Beach: Mar-a-Lago’s SCIF, JFK’s bunker and keeping national security secure
- https://www.newschannel5.com/news/national/recent-trespassing-incidents-raise-questions-about-security-at-mar-a-lago
- Mar-a-Lago Florida: Everything we know about Trump’s new home | The Independent
How assiduously it was used is another matter, of course.