The primary problem with this question is that it attempts to create a moral equivalency between abortion, the death penalty / capital punishment, and war. There is absolutely nothing equivalent about an innocent baby’s life being taken in the womb and a convicted murderer being executed. A baby in the womb has committed no crime. The death penalty should be, and in most cases is, employed only with the most evil of crimes. It was God who ordained the death penalty (Genesis 9:6), and it is God who gives governments the authority to enforce the death penalty (Romans 13:1-7). It is entirely consistent to believe that the life of an innocent baby in the womb should be protected while believing that the perpetuators of the most heinous of crimes should be executed.
In regards to war, the idea that Christians are “pro-war” is not accurate. No Christian should ever be a proponent of war. But at the same time, there are some instances in which war is the best option, as demonstrated by the many wars and battles recorded in Scripture (see the book of Joshua as an example). Christians should only be in favor of a “just war.” It can always be debated whether a certain war is just, but for the Bible-believing Christian, the belief that war is never the proper recourse is not a valid viewpoint.
Christians should be consistently pro-life. However, being pro-life does not necessitate being anti-death in all circumstances. If one person murders another person, the just penalty is to end the life of the murderer. This actually upholds the value of life. Anyone who violates life in premeditated murder should be put to death – proclaiming clear support for the value of life. The same can be true with war. War, while never a pleasant choice, in the right “just war” circumstances, actually preserves more life than it ends. Sometimes the best way to uphold the value of life is to end the lives of those seeking to destroy life.
In summary, it is entirely consistent for Christians to be pro-life when it comes to abortion and at the same time to support the death penalty and wars that are clearly just.