AudreyNYC, the purpose of my question was to establish where he might be making the dependent visa application. Clearly he can do that in Mexico City. But could he also do that in the US? I think it comes down to this. Is he a legal resident of the US, or a "mere" visitor? Looking at what you have posted, I am not sure I know the answer to that.
What you want to avoid is making the application in the US, only to be told that it is rejected because for is not a legal resident of the US.