As for the low gravity in each place, wouldn't children born there adapt as they grow up, with a bit of medical help of course. Although their parents could move from a higher gravity environment to a lower easily enough, I wouldn't imagine anyone could move from the environment they grew up in to a higher-gravity one, so anyone born on the Moon or Mars would be doomed to live there forever I'd imagine.
Clearly the best source of CO2 is to export it from Earth. A space railway from Earth to Mars for shipping CO2 would be at least as practical as any of the other options.
Terraforming mars is a waste of time and this is all nonsense from Robert Zubrin.
There are more profitable and, more importantly, more worthwhile endeavors outside of our solar system seeking other worlds.
You can't fix Mars' 30% gravity and you can't fix the lack of a magnetosphere (unless you make the atmosphere so incredibly thick that it is impossible to live there).