They go to jail before being deported. Their identity is passed to other countries before they are sent out of the country. It will make it very hard for them to improve their lives later as they have ignored rules.
If they get sent back to Mexico, they get off the buss, get some lunch, and start back towards the border. Many will be back by the next day.
Those who were deported from USA will be having a hard time to get back. Non-US citizens who are deported is barred from applying for reentry for 10 years. It's going to be a really hard situation when this happens because Immigration offices are really strict about this issue.