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Not just ethics about killers by the fish, but ethics about killing the oceans.
Farmed fish is horrible to the environment, at 6kg of wild fish used to farm 1 kg of salmon.Line grown clam farming is a plus to the environment as they clean the water they are in, so to the best of my knowledge that is a sustainable source of animal protein. But I ’m open to be proven wrong.
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I don't have specific papers to hand and I frankly can't be bothered to trawl through introductions to find the right ones, but it's perhaps worth pointing out that it's better for the environment to give up cheese/milk/yoghurt than it is to give up chicken/eggs. Beef is of course by far the worst source of protein by a long way.
This data is just grouped into "dairy" rather than splitting between cheese, milk and yoghurt but illustrates the point
https://ourworldindata.org/grapher/greenhouse-gas-emissions-per-gram-of-protein-by-food-type
Edit: I also found this random article:
Hard cheeses take a lot of milk (10:1 milk to cheese by weight), so you will want to avoid those. Soft cheese takes less milk. I don't know about yoghurt but it doesn't take a lot of time to make so I expect that the ratio of milk to yoghurt is much lower (near enough 1:1 perhaps) as evaporation/shrinkage/whatever isn't really a significant part of the production process.
Ultimately the best thing to do would probably be to eat legumes, grains, nuts, etc. first, then eggs, chicken, pork, milk and yoghurt, soft cheese, hard cheese, beef in order of decreasing frequency, sourcing things locally as often as you can. I feel like the climate impact of eggs from locally-kept chickens is going to be very minimal and the ethical concerns aren't too great if the chickens are healthy and well-kept and effectively treated like pets. To the point where they're probably better for the environment than beans/rice that have been transported by plane.
Edit: forgot about sea food. Absolutely no idea where that falls on the scale but if I had to make a complete guess I would say that local line-caught fish is probably still better than pork, cheese, beef etc. though it raises questions about ethics. Other seafood is probably the same.