"We are," Professor McGonagall called crisply and waved her wand, setting another locking charm on Gringotts" main doors to make sure the enemy couldn't get in when they realised what had happened – which they surely already had. Some of the witches and wizards in Diagon Alley who had seen the Order storm the building must be Death Eater sympathisers, and they would have informed them. Luckily for them, Gringotts already had anti-apparition wards set about it, so the only way in was through the barricaded doors.