The flights through Mexico involve an overnight stopover - so that's what worries me in terms of safety. I'd have to find a hotel for the night, near the airport, and find a safe legit taxi to take to the hotel. I'd also presumably have to go through customs for Mexico each way and I don't know what that involves - whether they pick Canadians at random for secondary inspections, fingerprinting, personal searches, etc.
In particular I want to avoid body scanners, fingerprinting, and other invasive searches.
Omg, Mexico is NOT the USA (or Canada either). There is NO fingerprinting and NO general nastiness of immigration people. Customs checks are random.
Also, there are NO invasive security searches, you get to keep your shoes on, and your water is OK too. (Note: when flying to the US, there is an extra check at the gate to weed out the water...

)
There are PLENTY of legit taxis at MEX, and various legit, safe hotels in and near the airport (Hilton, NH, Camino Real, Holiday Inn...) There are no security concerns at the airport other than what you expect at any Canadian or US airport.