Pumping the water to the southwest from the east will be astronomically expensive and difficult.

Desalination in and of itself presents some difficulties, such as price, and insane amounts of brine creation. But, this seems like the best solution, IMO. California will obviously eat a lot of that cost, since it's on their coast, and for their supply.. But as Utah and Arizona try to draw more and more from the Colorado, it probably hurts California the most. Start building desalination plants, and start innovating to bring cost down and find good brine solutions.