You did not specify what areas of Mexico for storage?.
On the west coast of mainland Mexico, from the State of Oaxaca in the south, to the State of Sonora in the north, and including both coasts of Baja Mexico, is subject to hurricanes from July to October.
Lots of wind and lots of rain when those come through.
These hurricanes are not rare.....it's a staple of summer.
The farther inland one goes on the mainland side, the less storm impact there will be.
Not quite the same on the Baja peninsula, as the distance from west coast side to east coast side is not broad enough to fully blunt the wind forces and rain amounts.
The northern reaches, and inland, of both mainland and Baja Norte, see very little storm impacts that make their way north from off the coast of southern Mexico (storm birthplace)
I would be more concerned with the security of any storage facility you might come across. But if you must, the northern states would be the best for less wind and rain.
2006 Dodge 2500 4x4 Laramie crew CTD
2017 Jayco Flight SLX Baja package