There were indeed through sleepers to Mexico City from New York City on that train, at least for a couple of years...my research shows post WWII up until the debut of the new Texas Eagle in May 1948. Apparently NdeM balked at the cost of the modern lightweight equipment which PRR and MoPac wanted for their new streamliner (it was called the Texas Eagle from NYC to St. Louis in the early days, as well, even as the earlier heavyweight train was known as the Sunshine Special end to end; the Penn Texas moniker came a few months later). I can't help but think that it was very lightly patronized, as well; even on a luxurious air-conditioned Pullman train you're going to have a tough time finding people willing to spend three full days and four nights on board when American Airlines was offering overnight service between the two cities for $123.05, albeit with a connection in the wee hours in Dallas.
I've been working on a timetable for this train off and on for a couple of years now, but it's literally been The Creature That Ate Sheboygan...I haven't yet finished finding all of the ancillary timetables which made up the mix of through cars, let alone compute their mileages and such. Maybe I'll get off my keister and take it up again.