This almost happened to me a few months ago.

I entered Mexico through Reynosa; apparently, land borders are treated differently, which meant that my entry papers weren’t stamped.

When I tried boarding my Guadalajara flight to Reno, the gate agent told me to go landside to some “immigration booth” and get an airport stamp. The boarding doors would have closed, had it not been for a handful of others in the same predicament.

Unfortunately, I’m going to guess that you don’t have much of a shot with a refund.