Keeping Beef Wellington warm vs delaying cooking after assembly
Food safety wise, as long as you keep the food above 50C it should be fine. However, due to the nature of the BW, you’ll probably end up having a very soggy pastry if you do so.

Refrigeration is an option:

Depending on if you will you pre-cook or just sear the loin:

If you pre-cook, you’d normally want the pastry to crisp as quick as possible, and then you can serve. So I don’t think it’s a good idea to refrigerate the pre-cooked loin.

If you just sear and assemble, as long as you have made sure the beef is well-rested and the filling of the assembly is as dry as possible, you can keep in the fridge even over-night.