I dunno ...
Covenient chest with any and every possible equipment sound horribly unimersive.

Not so much as mindflayers putting people in their ceremorphosis pods fully equipped and fully clothed. The immersive alternative would be for the mindflayers to strip all captives of their clothes and belongings and put all that stuff in a garbage bin.
In fairness, the cut scene shows people being teleported into the pods from the tentacle attacks. They still have their stuff.
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It seems easiest to do it at character creation. Give the character x amount of gold and provide a creation store where equipment can be purchased. Maybe offer special selections for certain races, like Githyanki items for the Gith and Drow merchandise for the Drow, etc.