If you are flying, as soon as you enter the airport, you are on Federal property. Under Federal law, by most interpretations, it is illegal to transport anything with THC or CBD across state lines. TSA etc. are not looking specifically for cannabis, but they sometimes find items and can call over a local officer to decide what to do.
However, entering Mexico, if by plane, you will push the "button" when you go through customs, and if you get the red light you will have your baggage searched. I cannot tell you what the current rules are in Mexico for CBD alone. It appears that there are companies selling CBD products in Mexico, but that is different then bringing it in yourself.
Perry Solomon, MD