CA and NM both have Democratic "trifectas", and it can reasonably be assumed that they are dominated by anthropogenic climate change believers.
However, I would dispute your claim. The majority of the land (and thus resources) in the SW is under federal, not state control. Ergo, federal representatives play an outsize role in deciding questions central to the SW role in and sufferer of climate change.
There are state senators who are the relevant representatives here not federal ones.