Under Spanish Law Converso we’re forbidden from going to the New World. That is ridiculous in scale.
In 13-1600’s Travel to the New world was also far more costly than other countries.
They went to other parts of Europe, not the New World.
Some went to the New World, and were treated as outsiders, there.
The Alhambra Decree gave people 90 days to leave, convert, or die (if you stayed).
Imagine that some went within 90 days and others went first to another country, then to the New World.
That may help you.
I don’t know what the rules were, but I do know people who do.
The Mexican Inquisition was actually a not insignificant part of the Texas revolution, as Protestants and Jews fled Mexico for Texas with promises of religious freedom, which were ultimately proven to be lies.
Having met MWT in real life, he might be best able to expand, given his ancestor was burned at the stake for being Jewish in Mexico.