I'm thinking any toll roads that are not part of the federal or state systems should be included.
Many Mexican toll roads in mexd include RIROs with local streets or driveways, and even the occasional median U-turn. So these should be acceptable for mexsf.
Mexsf should include any city maintained freeways, even if signed as part of a federal highway, since the alignments of those can change at a whim (and often don't follow the entire length of the freeway).