(The Alert was a warning about travel to Mexicali.)...It was a level 3 Alert.

the second highest issued by the US Government. It began August 25th and continues until further notice. The US Department of State and the US Mission to Mexico's suspended all official government activities and employee travel to Mexicali. Border crossings were not prohibited and visitors to Mexicali were warned to take precautions. There has been no explanation as to what the alert was about or what prompted it. This has led to a lot of speculation and rumors, but nothing credible or verifiable.