The 'anchor baby' industry is primarily on the border. What I observed, while living there, was the Mexican women cross the border to have the baby, delivered by a midwife, and then return to Mexico with the little U.S. citizen.
Mexican women, normally, don't travel from Mexico to Dallas to have anchor babies. It's cheaper to buy signatures or counterfeit papers.
The 'anchor babies' born in Dallas are born to Illegals that live in Dallas. Mom just happened to live in Dallas when the baby was born. Normally, pregnant Mexican women don't travel all the way to Dallas just to have a baby there.
The births might be mostly on the border for mothers who waited to enter the US illegally until near time to deliver, but anchor babies are being born all over the US to mothers who entered illegally well before delivery, or before becoming pregnant. Some have had more than one anchor baby in the US.