I'm not sure there is much you can do if they are both in Mexico. The prosecutor's office can't proceed with a case if they don't have a victim. Even if they did decide to proceed, they would have to extradite him which would also be a difficult task.
As for the immigration matters, you should speak with an immigration attorney regarding her plight.
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No. Not likely. Report the matter to the police in Mexico.
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Sounds like an issue to be dealt with by the Mexican authorities.
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