They do, generally most credit unions just require you to live in the state they're located in. Some are more special (armed forces, fire fighters, etc) so I wouldn't waste time on those unless you had a family member that was one of those. Figure out the term you want and then google California Credit unions or something and spend a little time looking at each. For any that don't list the actual rate with the term and instead just say "as low as 1.99%!" or something I wouldn't bother following up with, most likely that's for like a 36 month term or something, unless you plan to go that short.
If you're just happy with 2.49% you can apply directly with Tesla once you place you order, some people have even reported instant approval, then they email the finance department at Tesla and ask if they can find a lower rate. That's how they've been getting sub 2.49% with Tesla. Otherwise be on the credit union hunt... (Though do some math too, 0.25% isn't really saving all that much money over some terms so value you time, if it takes 20 hours to search for that make sure it's worth it)