Some Mexicans are pure European, not only Spanish, but also French, German, and from other countries in Europe. Some are Middle Eastern, especially Lebanese. Some - a surprising number - are unmixed descendants of pre-Columbian natives of Mesoamerica. Some are descendants of black Africans.
And a majority are some combination of two or more of the above.
In Texas the Anglo/Hispanic distinction has been blurred from the beginning. Few even think about it today.
Mexican is not a race but a nationality. Even Hispanic is similar to that. Over the years depending on which nation they were in they have intermixed a great deal.
Some Mexicans cling fiercely to French or Spanish ancestry. Many of them look down on the mixed descendants.
I had to look this up, since my memory was a bit vague from history classes of yore :)
4.1 Españoles (Spaniards)
4.1.1 Peninsulares (Spaniards and other Whites born in Europe)
4.1.2 Criollos (Spaniards and other Whites born in the Americas)
4.2 Indios (Amerindians)
4.3 Mestizos (mixed Amerindian and White)
4.4 Castizos (White with some Indigenous)
4.5 Cholos (Amerindian with some Mestizo)
4.6 Pardos (mixed White, African, and Amerindian)[28]
4.7 Mulatos (mixed African and White)
4.8 Zambos (mixed Amerindian and African mix)
4.9 Negros (Africans)
https://en.wikipedia.org/wiki/Casta