Factual error: The lightbars seen on the Mexican Federal Police trucks in Juárez are incorrect - they show both red and blue lights to the front, but actual MFP vehicles show only reds to the front. Also the uniform vests are in Portuguese, not Spanish - the accent is on the wrong "i."
Factual error: At the tunnel scene you see the "Delta" members using the single tube N.V.G. Delta has been using the standard binocular type for years now.
Answer: They haven't crossed the border yet, and the gang members were there to kill them. They had no intention of actually crossing the border.