I haven't seen a change like this. However they may have opened up a domestic account.
Compare the routing and acconut numbers of the old foreign wires to the routing and account numbers of the new wires. I will bet you will see it change from a Mexican Bank to a large regional or major us bank, B of A I will bet.
This is not unheard of. However if you don't feel comfortable with this, I would just add some additonal due diligence or contact your customer to politely inquire about this activity, and monitor the account(s) more frequently.
In life, there is a lot less that could get better and a lot more that could get worse.
MBA Fin/MBS HR
My views only!