I think you may find it impossible to obtain HAuCl4 anhydrous. The hydrate is in fact a salt of H3O+ as are the 'hydrates' of other very strong acids like HClO4. But whilst HClO4 exists as an anhydrous compound, HAuCl4 will give HCl + AuCl3, just as the similar HBF4 cannot be obtained anhydrous and attempts to do so yield HF + BF3. However AuCl3 may be what you want anyway - it is possible SOCl2 might do the trick, or if this is too reducing, COCl2 - both are used regularly to obtain anhydrous chlorides, e.g.
AlCl3.6H2O + 3COCl2 -> AlCl3 + 6HCl + 3CO2, the coproducts being gaseous.