Simon, I agree with you 100%.
They are not just heading to California. They are splitting up to all borders.
California is the toughest. Those with legal counsel already secured are likely headed there. The border is impenetrable unless you are an avid hiker and immune to rattle snake venom.
Arizon and New Mexico are locked down pretty tight as well, but Arizona is sympathetic. Many will process in through there.
Texas is porous. It will be a reinactment of the Mexican border. It’s likely why Trump wants to send a militia to stop the leaks in the dam.
Take a look on Google maps at the border and figure out where you would go in their shoes. That’s where they are going.