Those are clearly car carriers. I have seen them being loaded at several different auto manufacturing plants. They now have the capability to load several cars at once, without a need any longer to disconnect the cars and load them one at a time and then reconnect them. They can drive through several train cars when loading them, hence the “accordian” seal between the cars.
It is quite an amazing thing to watch. The skill of the car driver is impressive. I would be a nervous wreck!
Oh...simple answer...they are for taking illegal Mexicans back south across the Rio Grande./s