Indeed, Visa Offices can forward specific files, or your whole file, to verify validity of documents if they aren't familiar with them and that just takes up time so it's important to carefully consider visa office selection in any out-of-the-ordinary cases.
That's why it makes sense to apply through Mexico only if the applicant is Mexican and most of the official documents are Mexican (as opposed to someone who is Mexican by descent but was born and spent the majority of his/her life in a third country) and why I was seeking clarification on the OP's situation.
BTW - on your comment regarding legal status, I thought it was beyond bizarre when I read it in one of CICs publications, but for spousal class specifically there's an exception so that you can apply to a visa office even if the applicant is living there without legal status as long as the applicant initially entered that territory legally. When I read this in one of CIC's manuals, it struck me as a very bizarre exception but there it was and although I moved on, that factoid stuck in my mind as one of those quirks of the rules.
Good luck - all accounts I've had make it a pain-free process (other than needing to go to two offices - one to apply and another to get your fingerprints taken by the forensics team).
