fukk Mexico, I would take my chances in the deep bayou, lay low, and then try to head to Chicago, Baltimore, or Detroit where it would be easier to blend in until I find something else.If you go to Canada, they sending your straight back once they figure out who you are.
Getting to Mexico would have been the easiest option if they had correctly planned and headed straight to a cargo ship after escaping. Once in Mexico, hop another boat to Cuba, then live the rest of your life in peace.