As Waterlily said, there probably isn’t anywhere that has everything you want.
Eastern Oregon is the most sparsely populated and the most affordable. Because it is rural and there aren’t things like sushi bars and a lot of high paying jobs, it isn’t for everybody. But since you are retiring, you might be interested.
I can give you information on Baker City which has a population of about 10,000.
Baker City is in a valley with mountains on each side. It is in what is called the high desert (sagebrush, not Lawrence of Arabia), but much of it is irrigated and various types of hay are grown. It is ranch country, so you see a lot of cattle and horses. If you drive down a road outside of Baker City, you will typically pass by fields with irrigated hay and some with grazing cattle. Then you might come to a hilly area with sagebrush and shrubs. Then you might come to a mountainous area with pine forests.
If you are in the city you don’t know you are in the high desert – there are lawns and trees everywhere, just like in a normal city.
At one time, many years ago, when Baker City was a very wealthy gold mining town, many beautiful and expensive buildings were built. In recent years, many have been restored and are on the National Historic Register. For example, The Geiser Grand Hotel:

A lot of effort has been put into this. Because of it, Baker City, especially the downtown is probably one of the nicest looking small cities in Oregon.
To answer some of your questions:
Mild summers and winters? Not really, but not too extreme. It gets warm, sometimes hot, it the summer, but the humidity is low and it always gets very cool at night. At one time I lived in humid Northern Illinois, 15 miles from Wisconsin, and the summers in Baker City are much, much more comfortable. It gets cold in the winter with snow – probably not as much snow as you get in Wisconsin and maybe not as cold.
Shopping? Two major supermarkets and a Bi-Mart store and a lot of locally owned stores in town. A 40 minute drive to a Walmart Supercenter.
Affordable housing? Yes.
Low crime? Very low.
Fishing? I don’t fish, but it’s one of the major pastimes in Eastern Oregon. Not only lakes, but many rivers and streams. Here is a list of lakes. Probably not all of them are good for fishing:
Baker County, Oregon Fishing Lakes | Fishing Works
Mountain views? Here is a picture I took from my kitchen window:
Catholic Church? You’re in luck here. A picture I took:
Plus some articles:
Cathedral of Saint Francis de Sales - Wikipedia, the free encyclopedia
Once-wild gold-mining town, Baker City celebrates Catholic history | Catholic Sentinel
Make sure you scroll down to see Fr. Julian's photographs of Eastern Oregon on this site:
St. Francis De Sales Cathedral
Close to coast? Unfortunately no. About a seven hour drive.
Here is a link to the city Web site:
Welcome to Baker City, Oregon
and the Chamber of Commerce:
Baker County Chamber of Commerce