I think its bullshit. If an american political figure was killed, especially a presidential candidtate, the US military would be in mexico as would bombs. They woukd bomb so called " strategic targets". I dont mean it woukd be an invasion, we would bomb the shit out of area's known to harbor drug traffickers.
I also think due to mexican corruption, the cia/ dea will try and kill this guy el chapo rather than bring him to justice irregardless of whether el chap threatened Trump.