This sounds very much like Interceptor Force (originally released as just "Interceptors") from 1999, and its low-budget sequel Interceptor Force 2.
The IMDB summary for the first film agrees with the main points in the question. An elite team are sent to Mexico to investigate reports of an alien landing:
In the near future, the government has created an elite team of
soldiers specially trained in the event of a hostile alien encounter.
A multi-national force of the world's best, they are known as the
Interceptor Force. A covert early warning satellite network tracks an
object crash landing in a town in the Pacific Northwest. Within
minutes of the impact, all communication with the town is mysteriously
severed. The news sources are given a false story of contamination and
the area is sealed off. AWAC's and fighters patrol the perimeter. As
the silence from the town continues, the Interceptor team lead by
Lieutenant Sean Lambert (Gruner) is sent in to investigate. An MC 130
Talon is scrambled for Lambert and his team to make the high altitude
air drop. Once inside, the team encounters an alien race capable of
assuming human likeness, hiding their reptilian form. Simultaneously
the government has given the team less than 24 hours to terminate this alien force before launching an air strike with tactical nukes to
completely sterilize the area. Lambert and his team now must battle
this alien military force as the clock ticks and a squadron carrying
certain death approaches.
In the sequel from 2002, the alien's mate arrives on Earth seeking revenge. Again, from the imdb summary:
In the not too distant future a new team of specially trained
government soldiers called an Interception Team contend with the
latest hostile alien encounter. When an alien scout ship crashes in
eastern Russia, Sean Lambert and his elite force are dispatched to
investigate. They come face-to-face with a seemingly invincible
seven-foot tall, shape shifting foe hell-bent on blowing up a Russian
nuclear power plant in an effort to destroy mankind through a nuclear
winter. The stakes become personal when the alien discovers it was
Lambert who killed its mate four years ago (Interceptor Force). A
major battle ensues as the Interceptor Team look to save the Earth
from alien annihilation.
The alien is impervious to all the weapons used on it, but is eventually defeated when it dissolves in a pool of toxic liquid.