Some people have misunderstood in the movie scene when Jack told Ennis in the (lakeside) trailhead parking lot, "So what we got now is Brokeback Mountain! Everything is built on that! That's all we got!"
They have assumed that their last camping "fishing" trip was to Brokeback Mountain.
But, according to Annie Proulx, the guys never went back together to Brokeback Mountain.
Just like "Brokeback Mountain" became a name for the fishing/camping trips in the Wyoming Mountains every year for 16 years, "Mexico" was used in a similar way when Jack responded to Ennis's "Been a Mexico, Jack?" (from the book).
Ennis tried to relive his Brokeback Mountain experience every time he went camping with Ennis.
Jack's "Mexico" was just every time Jack had sex with a guy who was not Ennis Del Mar.
After Ennis mentions about May being the trade off for August, he asks, "You got a better idea?"
To which Jack replies with a bitter and accusatory tone, "I did once."
Here is a book quote showing why Ennis asked if Jack had been to Mexico:
Ennis said nothing, straightened up slowly, rubbed at his forehead; a horse stamped inside the trailer. He walked to his truck, put his hand on the trailer, said something that only the horses could hear, turned and walked back at a deliberate pace.
"You been a Mexico, Jack?" Mexico was the place. He'd heard. He was cutting fence now, trespassing in the shoot-em zone.
Well, in 1983, the news from Mexico was not it was an great place for a queer to have sex; it was a place where queers could get killed for being themselves, possibly with a murder weapon like "the tire iron." I knew that in the early 1980s, too.
So when Jack responded to Ennis, he did not answer in the way that Ennis might have expected, instead he said the following:
"Hell yes, I been. Where's the fuckin problem?" Braced for it all these years and here it came, late and unexpected.
IMO, Jack had never been to Mexico and if he had, I seriously doubt that he went there for sex, especially with a male prostitute. Besides, unlike Ennis, Jack Twist knew more about what was going on in the world.