How Not To Teach Climate Change- From article: "Messages... of a powerful and benevolent God could... reduce environmentally friendly behavior."

I think that the first option is good, even if it's depressing; maybe adding some dark humor and some jokes to the presentation can clear out the bad feelings and help focus on learning and being constructive.

Affirming scientific progress is one way to increase feelings of external control, but it isn't the only one. Previous research finds that affirming a strong government or a powerful God can have the same effect. So it's likely that messages of effective governmental action, or of a powerful and benevolent God, could similarly reduce environmentally friendly behavior. (A related idea, which generates the same predictions, is that identifying another entity as responsible for addressing climate change — or as likely to effectively do so — could decrease the sense that one should or must act as an individual.)

Basically, teaching responsibility and awareness of consequences is still the most important tool.