Your bags must go through TSA will have rescreened after you landed in ATL. You don't need go to customs & Immigrations in ATL. You will continuation during your journey to MEX. You already exact will go through Customs & Immigration in YUL. Because TSA will have rescreened the bags will ongoing next available flight out of ATL. If your bags doesn't make it in MEX. You must to reports with DL agents immediately. It's responsibility your bags will not be losts when you were arrived by final destination cities. Good luck for your trip to MEX.
