It’s illegal in every state. California cannot override the federal government. They can choose not to enforce it, but federal law enforcement will still be able to arrest you.
* completely, of course they can here and there and not vice versa. But this asymmetry doesn't render it illegal IMO.
Sanctuary cities have shown that the state/local governments partially override the federal government on an overall basis, though not so much directly in individual cases (though they are able to request, not demand, and get their way in a lot of individual cases).
No, they don’t.
Sanctuary cities are not sanctuaries from the federal law the “sanctuary” status references, merely ones where the city has prohibited public resources from being used to provide extra, nonmandatory, help to the feds.
“Not actively helping” isn’t “overriding”.