Admittedly, I may not be on the ball here (with regards to redeeming *A miles on HP) but can't you get MEX-LAX on UA and then connect onto HP to LAS? Otherwise I'd still take the MEX-LAX-LAS routing but on UA and TED. The LAX-LAS flight is only a 1hr flight and not too unpleasant even if seated in E- on TED. The alternatives are not worth the hassle (ie connecting through CLT, YUL or YYZ).