CW is facing two capital murder charges. Given his criminal history, there is a good chance he would be sentenced to death in a state that has the highest per capita death sentencing rate in the country (although not as many executions per capita as TX).
With that hanging over him, getting to Mexico would be his smartest move. Mexico will not extradite to any country seeking the death penalty. The border is about 16-17 hours away. I would think there would have been a BOLO issued for the closest border crossings such as Nuevo Laredo and Reynosa before they could get there. Juarez is about 18-19 hours away, so also a possibility.
Capital punishment in Alabama - Wikipedia
The state [Alabama] has the highest per capita capital sentencing rate in the United States. In some years, its courts impose more death sentences than
Texas, a state that has a population five times as large.
[1] However, Texas has a higher rate of executions per capita.
Capital punishment in Mexico - Wikipedia
Mexico does not
extradite to countries that are seeking the death penalty, and has successfully defended 400 of its citizens charged with a capital offence in the United States.
[13][14] This has in the past led to American fugitives crossing the border into Mexico in order to avoid the death penalty.