Global warming will make the summers seem longer, and the winters a bit milder, so overall most people will feel more comfortable. However, there is some unconfirmed or unproved suggestions that global warming may cause more hurricanes and more severe winter storms.
One effect of global warming will be to move the temperate zones a bit closer to the poles. That will actually make a larger amount of land area agriculturally productive; so worldwide food production will expand, accommodating the world's growing population.
Where you don't want to move, is to low-lying islands and coastal areas. Places like Manhattan will eventually be protected from rising sea levels, by building levees all around the island. Most places won't have that benefit, so cities will to some extent be flooded out. In fact, because so many people live within a short distance of the coast, there are dire predictions of hundreds of millions of "global warming refugees".
It seems to me unlikely that coastal cities will simply be abandoned. Instead, coastal buildings may be demolished, but the cities will be rebuilt a short distance inland. An illustration in New Orleans, which is slowly being rebuilt mainly where it has always been, but with some very low-lying areas restricted against rebuilding.
I believe your relocation decision should not be very heavily influenced by global warming. We are not going to see the Earth inundated, nor turned to deserts. Bangladesh might not be a very good choice, because already 70% of their population lives six feet or less above sea level. Even so, they now build most new homes on stilts, to avoid the huge death tolls that used to accompany monsoons.
From your list, Sweden and Norway would be good choices, because they have low populations and they are beautiful countries. Overall, they consist of the Scandia Mountains, trending down toward the sea; so most of the land is quite high. They will probably become slightly warmer, but still the winters will be lengthy and cold. A much more important consideration, however, would be the tax levels and welfare society, at least in Sweden.
France has truly lovely countryside, and some people feel the best wine in the world. It also has lots of Frenchmen, who speak French; as a practical matter, you would have to become fluent in a new language.
New Zealand is a lovely country, offering the appeal that the Kiwis speak what they call English, which is more or less intelligible to Americans. Because it has so much shoreline, NZ could lose some territory as ocean levels rise, but there is a great deal of highland territory that is barely occupied. However, keep in mind that it's pretty remote; a flight to California takes something like 14 hours.
Costa Rica has been regarded as a paradise for many years. I understand that property has become a bit pricey there, but it wouldn't hurt to look. The nation won't be washed away by higher sea levels.
I don't know anything about Oaxaca. Montana is, however, quite different from the other places you have named. It's called Big Sky Country for good reason -- enormous open spaces. With global temperatures a few degrees higher, the winters may not be as severe; but in a place where cattle regularly freeze to death on their feet during blizzards, I'm not sure a few degrees warmer would make the winters significantly milder.
If you are actually looking out as far as 50 years, it is very possible that other natural occurrences in Southern California could dwarf any climate changes. Many scientists say The Big One, a truly horrific earthquake, is overdue. It is inevitable that southern California will be split off from the rest of the State at some time, as the Pacific Plate moves laterally along the North American Plate; and over the next, maybe, 40 or 50 thousand years, southern California will become part of Alaska. So, in my view, your decision to leave California is well founded.
No one can really advise you where you will be happiest in retirement. I'm sure we all wish you well.
