I've seen a couple of these in this area (~9,400 feet) this July. Not many reports of them in New Mexico?
Had such a blast with other iNatters at the Del Rio gathering. I saw lots and lots of new plants and animals -- so these ID's are tentative. I'll have to do a little more digging later.
https://www.inaturalist.org/journal/sambiology/15447-spending-time-with-inat-community-in-del-rio