Well, as for the airline luggage part of your question, I can't imagine why it would be treated differently than any other type piece of electronic luggage people carry nowadays. Ie.: computer stuff, sound equipment, stereo-stuff, etc.... Naturally, take the batteries out, collapse it down, etc.... But maybe someone else knows more about this than I.
As for detecting legalities in Mexico, it would be just like the united states: yes you might get a "no", if you asked with the right combination of buzz words. Because just like our ARPA, they too have verbage & don't want people pillaging the pyramaids, or exporting shipwreck salvor stuff, etc... So for this reason, some well-intentioned md'rs getting ready to travel, have gotten "no's" from bureaucrats or border lawyer types. But the same would be true in the USA: some desk-bound lawyer may be thinking of federal laws, or mel fisher legal hassles, etc... But the fact is, detectors are a common site on the tourist beaches down there. All the major manufacturers have dealers in the major cities down there, etc.... So it's probably just like here: Use common sense, stay away from obvious historic monuments, etc....