The picture of the figure isn't loading on my computer, but based on the description I think you have one of the "New Orleans Greys" a volunter unit that fought at the Alamo in the 1830s. Conte hasn't made a Mexican War set to cover the 1840s conflict but the New Orleans Greys uniform was very close to what the US Army wore in that conflict. This figure can be used in a Civil War scenario also as a few veterans of the Mexican campaign favored this type of hat when the Civil War broke out 15 years later.