I recently returned to the US after a several year assignment to Mexico City. I lived in Mex City and flew out of TLC. I’m not sure what arrangements FedEx makes for this transportation, but I agree that it is probably best to use it.
I Always used 15, the toll road (the signage will read “Mexico Quota”) and then various routes through the city (Google Maps for traffic) if I had to go to MEX. Armored vehicles with a trailing escort are very common and used by many locals. I always drove by myself and never had any issues except traffic.
I guess my main point is not to worry about it that much. Yes the violence in Mexico is bad, but that part of the country and the route you’ll use is safer than a lot of the country.