We also stay a bit north of Nogales in De Anza RV Park near Amado about 20 miles north of Nogales. We haven't done it for a few years but the last time we did I think the border did not open until 8am but that may have changed. We got up early but then had to wait. There is a truck lane and we took that so maybe the car lanes open earlier. Someone else will know.
I think maybe 3 miles north of Nogales there is an exit from the Interstate for hwy 189 which is also Mariposa Rd and is the truck route and probably marked. I will try to post a map below. You will see this bypasses Nogales to the west. There is a shopping center type place if you turn left from the exit instead of turning right to the border - not sure if there is a Walmart - can't remember - maybe a Walmart a bit down that road heading back east. Some people say they meet up there but we never did.
A couple miles down the road once you cross the border is some sort of customs check and then also a toll booth. One time we came into customs and they wanted us to go right and got angry with us because we did not know - the next time they wanted us to stay left and again got angry because we did not know. I suggest hanging back a bit until you can tell what they want you to do - we had to unhook our toad to back out of the lane. I do not recall what the toll is but I think they did take dollars. This is not the paperwork stop. There used to be a Cajero Automatico bank on the left side right where the customs checkers stop you - we walked to get cash there once.
Then you drive another 10 miles or so to what everyone refers to as KM21 but I do not know why - does not seem to be a KM marker. There is where the paperwork is done and the banercito is. Early risers beat the rush and the lines. There is some sort of inspection there but we have never had to stop so don't know what they might want to see.