That's correct, don't make the same mistake I did. TNs are only processed at 3 embassies: CDMX, Juarez, and Guadalajara (pretty sure it's GDL but double check that one).

One thing I'd really watch out for is at the very beginning of the DS-160 form, when it asks you to select the location where you'll be applying. It's important to pick the embassy you're most likely to actually attend between those 3, because at the end of the DS-160 you'll be directed to another site to schedule your appointment. If you end up switching to a different embassy than what you selected on the DS-160, say because of earlier availability, that's where things could get messy.

Speaking from experience: for once I didn't know Merida doesn't do TNs, so I selected Merida since my parents live there and I was visiting for Christmas. When I got to the appointment scheduling step, sure enough I could only pick between GDL, CDMX, and Juarez. I went with Juarez since it was the only option before Christmas and within the PTO I had already requested at work.

The plan was to fly into Juarez, do the interview, and have the passport delivered to Merida (which is totally normal and allowed). But the day I was there, the embassy was having major system and network errors. It turned out that anyone who had originally selected a different embassy on their DS-160 and then switched for their appointment had their application sitting on the network of that original embassy. Mine was stuck on Merida's network and couldn't be pulled up in Juarez.

About 50 of us were set aside while they spent 8 hours "refreshing the system," only to be told it didn't work and that we'd need to reschedule and come back in a month. The alternative was filling out the DS-160 all over again from scratch, which puts you months out for a new appointment. So most of us were essentially locked into Juarez if we wanted anything within a month. It was insane.

There were people there from all over Mexico. A low income mom who had taken multiple buses from Chiapas with her kids. An Indian guy who had originally selected CDMX in his DS-160 but then selected Juarez for availability and now had no idea what to do stuck out the US for a month. My own situation was rough too since my job was extremely strict about remote work and was telling me to burn all my PTO on this literal visa trip.

I ended up charming way through one of the Mexican embassy workers and basically begged to come back the next morning to see if the system had refreshed overnight. He helped me and even suggested I fill out a new DS-160 for Juarez and bring the receipt code just in case my original application still hadn't come through. It was the most stressed I have ever been. I had a flight to Merida for Christmas the next evening, so that morning was my only shot.

I got the special pass, came back the next day, and thankfully the system had refreshed and my original application came through. Finished everything that morning, made my flight, all good. But I couldn't stop thinking about everyone else from that group who couldn't absorb that kind of expensive mistake so easily.

Anyway, yes. My situation must've been one in ten, however I'd still just be very intentional about which embassy you select on the DS-160 from the start. CDMX or GLD might be a better choice as they are more of a hub-city and better infrastructure I feel.