Looking tonight, I do not find anything in UN documentation that suggests UN troops remain in Mexico.
It’s the UN, how much to trust them? Maybe they left after caravan effort faded? Maybe someone we respect and love made it uncomfortable for them to remain? No way to know if they were there, if they are still there, etc. Here’s a Wiki tally of where UN troops are reported to be stationed.
Here’s a list
https://en.wikipedia.org/wiki/List_of_countries_by_number_of_UN_peacekeepers
That is a list of peacekeeper providers, not where they are stationed. 3rd world uses the UN for experience and hard currency for their soldiers. The countries make about $1500/man/month. These aren't infantry, at best MPs. Civilian Americans would annihilate them. At any time they got 80k of them.