Continuity mistake: When Alejandro shoots the man threatening the police officer, there is very little blood splatter on the open trunk. Next shots of the trunk show much more blood on it.
Continuity mistake: When Kate goes to the bar she orders two beers. After she pays and steps away she grabs both bottles with her left hand. The next shot is her walking away from the bar holding one beer bottle in her right hand. (01:05:10)
Continuity mistake: When Kate and Reggie discuss in her motel room, Reggie is sitting at the table intent on eating an apple. In the first shot he's going to put the apple in front of his mouth, but in the next shot he doesn't accomplish any action. (00:55:51)
Continuity mistake: Just a minute before the shootout at the border in Juárez, a shot from above shows a cop approaching the Cartel members in the red car from behind. However, when the camera cuts to a different angle, the cop has vanished.
Continuity mistake: At the beginning, when the Mexican cop is taking his breakfast and the kid is in front of him playing with the orange, the kid's head changes positions between shots. He has his chin or cheek on the table.
Answer: They haven't crossed the border yet, and the gang members were there to kill them. They had no intention of actually crossing the border.