I’m pretty sure there’s already a law to that effect. However they then refer it to the Feds, who won’t act on it. They don’t need an EO, just enforce the law as written.
The reason for the refer to the feds is that the courts have ruled that only the Feds can enforce immigration laws (i.e. deport). Authorizing and empowering local LEO to deport would be a huge game changer.