I was also wondering about Mexico as a place the abductors ran to. It would only be for the criminals to hide out, since ransom payment is online,( if it is sent at all), so no need to stay in AZ or even USA to collect $. Mexico might make the criminals feel more secure, while waiting for $.
If they did head south, I really don’t think they would take Nancy across the border, and certainly would not return her from Mexico to AZ.
Sorry, but if the criminals decided to head to Mexico, wait it out, see if they get payment, I highly doubt Nancy would still be alive. Sorry, They may have ended her life, dropped into a body of water, or in a desert area, since they had 10 hours before anyone started looking for her, no alert at Nogales border looking for their car( we don’t know if they have any idea of the car even now).
If they do not get payment, they may think they can just return to AZ, carry on with life.
Just an idea, MOO