Currently, I think Mexico have not own lamp regulations.
In addition, in-land connection with the United States so vehicle should be circulated as the North American specification.
(It is believed that there is no Mexico unique specification.)
It seems not be problem if it conforms to FMVSS also lamp from the situation described above.
But whether or not the vehicle of Mexico for the North American specification?
If not be vehicle manufacturer ca not understanad ,so you will need to confirm vehicle manufacturer.