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In the novelization of Episode III, there is a scene that portrays Gen. Grievous explaining why the Separatists leader are being moved from Utapau to another Outher Ring planet, Mustafar, to viceroy Gunray:

Utapau," Grievous said slowly, as though explaining to a child, "is a hostile planet under military occupation. It was never intended to be more than a stopgap, while the defenses of the base on Mustafar were completed. Now that they are, Mustafar is the most secure planet in the galaxy. The stronghold prepared for you can withstand the entire Republic Navy." "It should," Gunray muttered. "Construction nearly bankrupted the Trade Federation!"

Grievous talks about a stronghold purposely created for the Separatists, but in the movie (and later in the novelization) we see that Separatists are staying in the control centre of a mining facility, and there is no sign of particular defenses (other than the facility's shielding against the planet 's hostile environment, but that surely can't hold back the entire Republic Navy can it?).

So what are the particular and effective defenses built by the Separatists? We can be certain there are some, as Gunroy states their construction "nearly bankrupted the Trade Federation".

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    It's possible the defences were against a space-borne assault, whereas Vader was allowed to pass those defences on his way in, and the need for a ground defence had not been foreseen. Obi-Wan and Padme were able to land due to Vader killing the people who should have been controlling the defences. Also, the fact that Grievous is clearly not that good a general might be a factor. – James Sheridan Sep 14 '14 at 13:50
  • That's what I also figured - since space defences are the only ones that make sense and can be not seen during the story. – Andrew P. Sep 15 '14 at 16:18
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    Could he have just been lying to them? It's pretty clear that there's nothing there other than a mining facility. What better way to get them away from their droids and into a vulnerable position than by telling them about a fortress world that turns out to be nothing of the sort... – Valorum Nov 6 '14 at 19:08
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Introduction

The answer I provide below is based upon my recollection of the movie (RotS) as well as the novelisation of said movie and the Wookieepedia articles that are linked to. Based on these references, I have made a few extrapolations and conclusions.

Answer

It was most likely, in part, a ruse. The order to send the Separatist Leaders to Mustafar originally came from Darth Sidious(AKA Emperor Palpatine), as stated in this article, under "Death" and was passed down to them via General Grievous. The Wookieepedia article on Mustafar states the following, under Clone Wars:

"Toward the end of the Clone Wars, Palpatine would continue to have a vested interest in the planet, ordering General Grievous to move the Separatist Council there near the end of the war, apparently for their own safety, but in reality to gather them together so that Skywalker, newly anointed as Darth Vader, Palpatine's new apprentice, could kill them all, and deactivate the droid armies, bringing about the end of the war."

This implies that the planet wasn't necessarily as well-protected, or rather well-defended as Grievous and Palpatine let on.

It does, however, a bit earlier, state that:

"The main Separatist stronghold was located in a massive industrial complex located on a fiery cliff bracketed by two huge lava flows. Collection arms mined lava from the area, while durable industrial droids worked further afield. Within this facility lay a Separatist command center, one of the most secure bunkers in the galaxy."

This certainly suggests that it would be no mean feat for an enemy force to conquer the stronghold, but this does not necessarily mean that there is a lot defensive fire-power located on the planet, but merely that a ground force would have an extremely hard time landing and taking the stronghold, given it's location.

It is my belief that sending the Separatist Leaders to Mustafar was a nice way of having them all gathered in the place that, "coincidentally", held the controls to the droid forces deployed across the galaxy. Killing off all Separatist Leaders and shutting down the forces at once was the most effective way to end the war: the alternative being a prolonged cat-and-mouse chase with Vader first hunting down all leaders and then deactivating the droids before new leaders could emerge, or vice versa.

So, where did the money go?

As stated in your question, the cost of securing the Stronghold at Mustafar nearly bankrupted the Trade Federation, and the money had to go somewhere.

Given the difficult location of the Stronghold (amidst a flowing river of lava), it would probably cost a pretty credit to securing the Stronghold from environmental hazards (flailing lightsabers not covered by insurance), but most likely not enough to "almost bankrupt" the Trade Federation.

I would think that the money, as suggested in the comments, went to space-based defenses or that it was simply siphoned into other parts of the war effort, without Gunray's knowledge or approval.

Conclusion

The stated security of Mustafar was, I believe, in part a ruse to gather all Separatist Leaders in the same place, so that Darth Vader could finish them off AND deactivate the droids all at once.

The planet may have had extensive space-based defenses, to explain the incredible cost to the Trade Federation, or this money may simply have been siphoned in to other parts of the War effort.

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