How would American foreigners have been treated by Mexico shortly after the beginning of WWII?

Question

I am curious to know what everyday life might have been like for a trio of American foreigners in the northern, near-border regions of Mexico during the early days of World War Two. Specifically, I am interested in knowing how they would have been treated by the people and the government.

Note: This information is for a WWII-era RPG i'm GMing in which the players have decided to evade drafting by fleeing to Mexico (go figure).