When Gulf Cartel boss Juan Guerra (with Miguel Ángel) drives his Jeep up to the river bank representing the Mexican side of the Rio Grande River, the river is flowing upstream northwest. At the real location of the Rio Grande, looking north to the U.S. side, the river would flow downstream southeast. Also, the "Gateway Bridge" (connecting Brownsville, Texas & Matamoros, Tamaulipas) shown was not around in the 1920's as Juan Guerra suggest, but built during the 1960's. Plus, the real Gateway Bridge is in an urban setting with Downtown Brownsville just on the U.S. side.
When the caption "Matamoros, Tamaulipas" appears while Miguel Ángel's convoy drives down a coastal highway, the coast is green & mountainous, and the orientation would have them driving southbound along what should be the Gulf of Mexico. Actually, the area around Matamoros, Tampaulipas is flat & arid coastal plains, the Gulf coast has barrier islands, and any southbound coastal highway starts approximately 50+ km southeast of Matamoros. Thus, the location of this scene must have been along the (central/southern) Mexican Pacific coast, with the convoy driving northbound.