I rarely checked a bag on the JFK-MEX flights, but I never had a problem when I did. Usually comes out pretty fast. I've noticed the last couple of times I've flown DL business, they've been tagging the luggage PRIORITY. I think AM does it too. Couldn't tell if it worked because there was a line at immigration and by the time I got to bag claim all the luggage was out.

I can't say for certain whether you'll have to recollect your bags, but that is my suspicion. (I never connected through MEX, just O&D.) I say that because as far as I know there'll be no way for you to be distinguished from other domestic passengers on arrival at PVR. Also, the way T2 is designed all passengers get dumped in the unsecure area, even domestic connecting passengers. (Though, for domestic connecting pax, I assume they check the bags through.) I can't think of anyone on my team who connected through MEX either, so unless someone else chimes in, I'd call AM and ask. Maybe even try to find the number for lost baggage or something; they might know better In any case, the handling will be the same DL vs. AM.

Clase Premier check in isn't closed especially early. In fact, I think AM is a bit more lax all around with their check in cut offs. 1 hour would be a safe bet, but if you're running late I think AM is more likely to cut you a break than DL. If you're unaware, AM uses the AF lounge in JFK T1, which is very nice. Self-serve liquor and other bevs and little sandwiches. (Though, you said you're not concerned about that...) The AM lounge in MEX is also very good: self-serve liquor and sandwiches as well.