I am planning to fly my cat down to Mexico. No, you don't have to be at a border city to obtain your cats' health certificate. A veterinarian in your hometown can do that. You will need to have the health certificate before the animal enters Mexico in any event, and yes, there are personnel at the airports whose responsibility it is to check those documents. Depending upon the time of your flight's arrival, one may not be on duty, and you may have to wait.
Pets traveling in the cabin are exempt.
Has to do with the Pet Provision bill passed in November and requiring airlines to retrofit cargo areas for carrying animals plus putting them on the hook for twice the damages should a pet die. We just returned from Mexico after 5 months with our 2 dogs. I was never asked for the certificate and I never tempted fate by stopping at a Zoosanitario inspection station. Like most papers and requirements in Mexico it will be overlooked until there is an incident. I was not asked for any forms and the dogs were obvious.