Originally Posted by
IAH-OIL-TRASH
No airline really provides this information.
Indeed -- it's part of the role of a travel agent. The rise of self-service travel means that travelers need to do their own research ahead of time if they want to be prepared. In this case, my advice to OP would have been to look up the procedures for international to domestic connections at GDL before departing. If a search failed to turn up the information, I imagine FlyerTalk's Mexico board could have done so.
I'm glad it worked out, but I think that's the lesson for next time.