Factual error: The final scene of the episode, the cousins are hiding with other migrants amid a farm truck's bales of straw. One of the migrants claims they are in Texas. However, the mountains in the distance are the Manzano Mountains which are just several miles southeast of Albuquerque, more than 200 miles away from the border with Texas and Mexico. The migrant claims he has gone through this route 3 times, so it is unlikely this would simply be a character mistake.
Revealing mistake: When Walt just put the money on the grill and set it on fire, he then suddenly made the grill throw. You can see he's wearing silicone gloves on his hands to protect them from the fire. (00:07:51)
Suggested correction: He could have just been boasting, whilst not actually knowing where he is. He is just a kid after all.
lionhead
Worse than all of that, is the fact that you can't get directly from Mexico into Texas without traversing a river. There are no land routes.
There are no bridges?
lionhead