Who says she will stay in Mexico? If she is in danger there, she will quickly go elsewhere.
She might run somewhere and that would probably be smart. However, the history of the Cartels show the leaders are as addicted to power as they are money and few have been able to avoid becoming entangled again.
She is likely viewed as a threat to current leaders and remains a mortal enemy of rivals. There are few places on Earth where she could escape that if she maintains her flamboyant lifestyle. The grudges among cartels (and within cartels) are as vicious as it gets.