I live in the states and planning to get Apple Music family plan, but some family members live in Mexico, so I'm wondering if can I add them to my family plan without any issues?
No.
Legal - Apple Media Services - Apple
"All Family members must share the same Home Country."
Share purchases with others in your Family Sharing group
Share purchases with others in your Family Sharing group on Mac - Apple Support
"To share purchases, family members must be in the same iTunes Store country or region."
Can my family have Apple Music family plan if they live on another country?
