Mexico has a ban on the death penalty, one of the reasons murderers will flee to there as they know Mexico will also not extradite someone back until the death penalty is taken off the table. They also have some of the most corrupt police in the western hemisphere. But, while it wouldn't surprise me if Mexican cops did kill someone in their custody, it would seriously shock me if they did it with anyone outside their control as a witness to it, particularly a gringo.
Bottom line, I'm calling bullshit on that story Tucker. I've heard enough stories around the fire pit to know the smell of it.