Can I make my phone recognize numbers in both international and local forms as equal?
Propably not an easy and fast solution:

If MIUI supports your Phone, then install MIUI which is not like the many roms (unstable, cluttered, for "freaks"). If it doesn't support your phone, you could still search for an unofficial version here or on XDA-Developers.

You have the possibility to go into the Dialer-Settings and set a default country-prefix. If you stay in Mexico you just set the default prefix to +52 and the incoming SMS should have the +52 assigned. If your next stay is in Krungthep Mahanakhon (=Bangkok) then you just set it to +66. This works for me.