The only actual Mexican attack of the period was Pancho Villa's, and that had nothing to do with Germany. (He wanted us to do a clumsy invasion to retaliate and become respected for leading the resistance to us.) You're thinking of the Zimmerman telegram, which was rejected and only applied in the case of actual war.
As for sinking our supply routes... only our supplies from Europe. Which was, by the way, a war zone. We could produce virtually everything we needed ourselves in the period, anyway.
(Vietnam makes some degree of sense based on the whole cold war thing, although the Gulf of Tonkin incident was completely fabricated.)