Hey Rox, I may just be the guy for your problem :) I so happen to be a Mexican citizen and i live in the US (seattle) and im planning on moving to Canada soon :) As you have now experience just as I have the immigration system in the US is ridiculous, insulting and obsolete, Which is why after living 8 years in the US (legally) im going north.
I looked up online what where my possibilities as to where to apply (since im Mexican and I live in the US i have a choice of what consulate to apply to) Similar to what you are experiencing. I opted for Buffalo but only because the application process is shorter than it is in Mexico City, otherwise i would have done it there since the process its a lot easier for Mexicans than Americans (as it turns out your husband is right they do like Mexicans more than Americans out there, or at least it seems that way) anyways,
As other people have mention before you should look into skilled worker permanent resident the process in Mexico city takes 16 months as opposed to 13 in Buffalo,ny. so your real loss is 4 months no big deal, certainly what i am trying to say is that you should apply from Mexico because it is very likely that you will be asked to go to an interview and your husband wont be able to make it and that only means trouble.
Qualifying for the PR as a skilled worker is a joke, all you need is a degree, speak English, know how to say Bonne journée, omment vas-tu? and with him speaking spanish, french is a breeze.... any ways the CIC website has an assestment you can take that will tell you if you qualify and if you do. Apply as soon as possible the only major barrier to the application ( I have found ) is coming up with the Funds that you are required to show as of right now you need bank statements that show $12,000+ Canadian/US So either get a loan or start saving.
email me if you have any more questions, and good luck
encarbajal@gmail.com