I would strongly advise them to not do this.
One of the biggest complaints of the Marine in captivity is that the Mexicans show their hatred of Americans at every opportunity when they are abusing him.
So I suspect that riding in a group to Mexico right now will be as dangerous as if a convoy of black civil rights agitators tried to pass through many rural areas of the old South around about 1962.
Seriously, this is not just bad feelings. I think these northern Mexico police and soldiers might be violent to the point of murder. The *best* they might expect is to lose everything they have with them, and to be pitched in some nasty Mexican jug for months or more.
I disagree. With enough of them the Mexicans will be out of options.
This is about thuggery vs the forces of liberty.