But leaving all moral questions aside, where to go?
South america might turn into a war zone as well. Africa partly is already. Asia similar.
New Zealand sounds good, but even Peter Thiel found out, that money will get you only so far in buying a safe haven.
So personally I would opt for fixing the problems in europe. And am on it within my abilities. But .. with limits. I do not trust my politicians either and I am multilingual and traveled the world a lot. So in the end I would also rather take my family and leave, then being ordered to go fight in a war with half working equipment, because corruption and proud incompetence prevented preparation. (Many in the german military for instance hold the opinion, that they don't need to learn from the incompetent ukrainians, because they are all fighting wrong)
So whatever happens (apart from nuclear holocaust everywhere around the world) will be so slow we will have time to react. Already biggest arming of whole european continent since WWII is happening, and any bad news is pushing more money and focus into building more and more.
I know it sounds gloomy, but only if you have your head too close to the screens daily. Worse had come and gone than incompetent russians.
Depends where you live I suppose. The baltic states are rightfully worried and take it a bit more serious.
And yes, russia on its own is not that dangerous to whole Europe. But russia in combination with north korean soldiers and supported by china .. and some european states that switch sides (Hungary, Serbia, Bosnia, ..), that would be dangerous. Lot's of things can happen. Also the EU can transform into an evil empire if we don't watch out. So no, I am not too worried about immediate war, but the traction right now is bad.
Was your point that europe is immune to fascism and imperialism somehow?
I'm guessing in the worst case South America/AU/NZ/JP/UAE/Canada would be the goals.
The only real risk I see is essentially waiting too long and getting detained right as they begin to close off the borders for people of fighting age.