With the stock ROM, the unlocked AT&T Note 2 will never say 3G on the display. I was at Italy and I know that the carrier and area I was at does not have any 4G data connection and only have 3G, but the phone will say 4G on the status bar.
All you really need to be concerned with are the frequency bands of the radios. I'm pretty sure Mexico follows the same international standard of AT&T and most of the GSM networks. Never had a problem using an unlocked AT&T phone in Europe, either.