The government trained him in special forces methods and then he went rogue and became a government enemy.
Then the government tracked him down and with great daring-do killed him, but now no one can examine the body?
I guess the Mexicans liked the Osama bin Laden story so much, they re-cycled it.
Instead of taking Mexican drug lord Heriberto Lazcano's body to a police morgue - which is standard operating procedure even in Mexico - the military took it to an UNGUARDED and privately owned funeral parlor and lo and behold, some bad guys came and took it away.
Who exactly did the Mexican Marines kill?
Well they did an in field ID test (hey, just like the SEALS!) and determined it was him. Too bad the body is gone. (I guess the Mexicans don't think that throwing the bodies of bad guys in the ocean is a plausible way to get rid of whoever it was they shot.)
Heriberto Lazcano was originally trained by US Special Forces to fight Mexican drug cartels. He decided the money was better on the other side and started his own narco-body guard service and then his own cartel with his other US trained buddies. (A real "Scarface" story.)
Now he's dead...sort of...they think.
Note: The cartel that the US wants to win this war - the Sinoloas - has barely gotten a scratch and they profit massively from the Mexican government's success fighting the Zetas.