Never heard before that Nepalese don't need visa to enter Mexico. So far as I know India is the only country that nepalese don't require visa.  Maybe New Nepal has added one more country on its list besides India.

Lets asssume for a moment that you don't need a visa for Mexico.

Re-entering USA has nothing to do with what route you enter Nepal. You won't be allowed to re-enter USA at any port of entry if you have lived here illegally unless you have a valid reason to not return your home country.