You'll be absolutely safe in the Rio Grande Valley. There are thousands of RVers there to keep you company.
Also, you'll find that many RVers park their cars on the U.S. side and then walk over to Progresso Mexico (a block or so) for a fun shopping day or go to the dentist or get meds! Get to know some of your RV neighbors and ask them to show you the ropes and to possibly go with them.
The 'Valley' is huge and there are RV parks one after another. It's no different than any other city. Just read the online headlines of any city and you'll find various crime - probably even where you used to live. Just use common sense and you'll be just fine. The businesses are very friendly and cater to RVers. There are some great folks living there.
Have a fun winter and enjoy that new lifestyle. We surely do!!
Full-Timed for 16 Years
.... Back in S&B Again
Traveled 8 yr in a 40' 2004 Newmar Dutch Star Motorhome
& 8 yr in a 33' Travel Supreme 5th Wheel