Is Sam's Club gas of good quality?

As to Costco, they (like any other retailer including even branded gasoline stations) get their gas from a nearby wholesaler. Often everyone in town is selling gas from the same refinery and wholesaler -- the only difference is that they will add a special additive if that is what the retailer advertises. For example, if you buy gas because it is advertised to contain "agent boy-o-boy", the wholesaler or refiner will add that when the tanker picks up the fuel for that retailer. Otherwise, the gasoline tanker may stop at a several retailers (of several different brands) on the way down the road filling up their storage tanks.

So everyone is selling Saudi oil except Citgo who is definitely selling oil from Chaves government.