You could live in Norway. Guns are very popular there for hunting, biathalon, target shooting, etc. you can even have silencers which are banned in USA.
Not a bad choice. I'd probably pick Greenland out of the European (Denmark I think?) jurisdiction territory. You can buy bolt action rifles like a hammer at hardware store. They are looser than the USA on that point, though I didn't initially include them because they are stricter on most everything else. But open carrying a rifle probably isn't frowned upon in Greenland, so it might not matter that you can't carry a handgun.