So, if you create an LLC in another state, you will likely need to register it as a foreign LLC in California.

I'm told the Cabo market is over-saturated with condos but I don't want to let that discourage me despite having no experience investing in foreign investment properties.

Paducah was just listed as a "Foreign Trade Zone" which should give an increase to manufacturing and distribution jobs, as their are tax and regulatory benefits.  

What resources (including paid) might you have used and / or came across to screen foreign national tenants (without social security number or Tax ID Number)?

Etc” I like to think I have a well rounded understanding of how to fund such projects and the financing aspect since I’m a conventional lender, but the how-to and acquisition part of the process is what’s foreign to me.

If you establish your LLC in Minnesota and put the Colorado property underneath it then your Minnesota LLC will be considered a foreign entity in Colorado. 

I need to close my retirement account ( similar to 401k here ) in a foreign country. can I roll them into a 401k rollover account to postpone income tax?

Consult your legal counsel.Another item to Google is "FinCEN"If you think privacy today is getting reduced, wait till the govt starts using their own digital currency and know every transaction you make. 

However, before you can "do business" in that other state, you may need to register as a foreign corporation.

Proper Insurance uses a foreign insurance company, Lloyd’s of London.