If we are dealing with magnets the situation becomes complicated by overcoming inertia, which looks as though it is the answer to the question.
Let's stick with two electric charges. Call them A & B. I move A towards B, thus imparting momentum to A.
B cannot know that A has moved before a message, travelling no faster than light, has time to reach it.
I think the question you are asking is: where is the momentum before B starts to move?
The only answer I can think of is that it exists as a distortion of the electromagnetic field between A and B.
This, of course, raises another issue: elsewhere we have considered a disturbance in a field to be a particle.
Does the momentum become a particle when passing from A to B?
Is it a particle or a virtual particle?
Is there a difference?
