@Abraham Pereda in my experience no. I own two apartments and a cabin in the jungle all in Ecuador. No bank here would give us a loan other than a personal loan. They said if something went wrong or we stopped paying the mortgage that they had no recourse or leverage on us.
Also, all banks in different countries are their own bank. For example, when I lived in Spain I had a Citibank account in California and one in Spain. However, they were different banks with different regulations. I couldn’t just transfer money between my accounts but has to make international wires.
I don’t see this happening. Especially if this is your first project. If you do make it happen please let us know.
You can get a loan in the US to build in Mexico but you'll have to provide collateral in the US, which defeats the purpose (if you do that, you can use the money from pretty much anything as the bank doesn't care). Indeed, a US bank can and won't take a mortgage in Mexico.
If you want to use leverage in Mexico, you'll have to borrow from the local banks or get seller financing. It's not easy to get a loan from a Mexican bank and it's very expensive. Your best option is seller financing if you can get it but bear in mind that it's not common.