I dont see a conflict here at all
Do you acquire a working visa if you go to Mexico for a month and have to connect for work?
You live in US your employer is in US
IMHO, in your current situation - in Europe you are a tourist
@nvoigt - it is not entirely true - see explanation link and description
Explanation
An individual can work remotely for a US company and live in Europe
for at least 90 days with only a tourist visa. If they stay longer
than 90 days however, one will need a residence permit and work permit
for the corresponding country. After residing in one place for over
183 days, a person will become a tax resident
@JoeStrazzere work for Mexican employers:
Most employees accepting a position with your location in Mexico will
need a permanent resident visa known as the Visa de Residencia
Permanente. However, not all employees will meet the requirements, as
they need to have family connections in the country, sufficient
monthly income, or four years of regular status as a temporary
resident. It may be wise for companies to apply for a temporary
resident permit for employees who have been invited to Mexico to work
or have real estate or close family ties in the country.