The general rule as far as our laws are concerned, particularly in immigration is that providing the marriage/divorce was legal in the country it was conducted in, it should be legal under our law.
If you are both British citizens then there is not really an immigration issue here, it is an issue of whether the US recognised your Mexican divorce. If they did and you were able to undergo a legal American marriage, we will consider both to be legal. If the American's did not consider your divorce in Mexico to be legal then you will not have been able to legally marry in the US and so we won't recognise your marriage.
To seek further clarification, you need to speak with an American matrimonial lawyer. You can do so via this site by posting a question in the legal section rather than the UK law section.
I hope this answers your question from a UK Law point of view in which case please Accept. If you require any further information, please ask.
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