Generally, I prefer crossing at Anzalduas. Laredo is a sh-thole. Mcallen has better shopping, restaurants, and the like (if the businesses survived the covid restrictions). The autopista from Monterrey to Reynosa is usually deserted. Same thing driving to anywhere near the border. Traffic is extremely light. That makes my the hair stand up on the back of my neck those last 2 hours driving. I look behind me as much as I look in front of me.
Especially now that the border has become VERY porous. Lots of drugs and people crossing north, money and guns crossing south. That means the mafia have ramped up operations all along the border, on both sides of the line.
I pay attention to the news sources and locals then avoid known hot spots.
Every route is safe until you find yourself in an unsafe situation.