I think you need to split apart and understand a few concepts.
The most important thing is your right to legally reside in Bahrain. That is provided by a residence visa which is given on the basis of work, investment etc. A CPR is just an identity card with a unique number that is provided to you once the criteria of legal right to stay has been established (the number itself is generated and listed on the visa that is issued i.e. work/golden etc.....the process for the card comes after). That card allows you to open bank accounts etc. and the number is linked to all your services inside Bahrain. But a CPR standalone means absolutely nothing for an expat............you can't enter or leave the country with it (for that you need your passport and residence visa...........in fact, on entry or exit from the country, NO ONE will ever look at your CPR). You cannot get a CPR without having legal right to stay in Bahrain so that always comes before CPR and then the CPR is a formality.
Your financee can only sponsor you for a family residence visa once you are married, in Saudi and in Bahrain (if she has registered here as a resident). Without marriage, there is no sponsorship to be had. A work visa through a PEO is a possibility but the PEO agency has to be established in Bahrain as a company - this company then hires you as an employee and provides you a work visa............to keep it simple, ONLY Bahrain incorporated companies can provide sponsorship i.e. work or investor visas.
Forget about the talented scheme of the Golden visa. The criteria is not clearly listed and it is quite subjective. Most people who are get it are well known and accomplished in their fields.......think researchers, scientists, athletes etc. If you are not prominent at an international or at bare minimum, a regional level........I wouldn't even bother to apply.
On the topic of "retired", as I mentioned in the thread, I know people who have applied and gotten it. We are waiting for the definitive response from some of the posters who are applying now.
On your additional question, again, forget about the CPR. Focus on the residency. CPR is immaterial. For Golden residency, there is no medical after visa is given (only a health check done by yourself before). Once you get the visa, there is a personal number in it and you can use this to apply for CPR..............alongside an address certificate or an electricity account under your name.