The problem with climate proofing your portfolio is within the black swan definition (even if in this case, IMO it can hardly be called a black swan, it will happen, question is when). To be able to bullet proof your portfolio, you'd have to be able to predict when it will happen and what the consequences will be. For example, moving away from campanies near the equator would most likely be a good idea. However, loading on company in Canada or Scandinavia (even if as a Canadian I'd be open to the suggestion) is basically ignoring several other potential effects. One of the most important will be mass migration. However, if people start leaving their country, they'll end up in northern countries like the ones you'd invest in, causing major changes along the way. Also, resources like water will be targeted by governement moves. The meaning of that is some scientists (although this is mostly based on assumptions) do predict that major conflicts, at a worldwide level, will develop. And once again, if (or when) it happens, people won't be fighting for the hottest places, but the ones with the most water and farmland in appropriate climates. You guessed it, northern US, Canada, Scandinavia, Northern Russia. Meaning your investments in these countries won't be secure either.
I think the best course of action so far is: do nothing. We don't have nearly enough information to make any smart move. However, we'll have to pay attention to what companies develop to counter the effects of global warming, and capitalize on that in the next years and decades. And also think about using FIRE to learn basic survival skills, just in case!!