Who is the mexican dude near Tumbleweed?

[Boot Smith]

Logged in to free-roam and was just south of Tumbleweed.  I was in the middle of nowhere and brought up the map, then heard some commotion and a horse so exited and there was some guy on a horse with a sombrero who shouted something like "you will never catch me I am Los ...something ...something..."  didn't quite catch it.  I fired up eagle eye and killed him and he just disappeared.  Then he glitch back again a few feet above the ground almost like when somebody is loading in, the horse reared up and I shot him again and he fell off his horse.

Did seem like he was a special character or something, I went to loot him and his horse kicked me in the head and killed me.

I re-spawned and checked the map, I could see the black x where his body was and it disappeared as I was looking at it.  There was another player a little way off and I wondered whether he was doing a mission and I killed him.

Bizarre.

[Foxtrot]

The Del Lobo gang is active around there in story mode.  It's likely you just ran into one of the gang members.

 

[Thegodmarc]

Potentially could've been someone doing a bounty mission nearby and that was his bounty running by you.

[Freakshow9191]

He's an ambush, random event. 

He'll ask for help, and when you accept, he tries to rob you, if you fight back he'll run.  

Also if you're camped nearby he'll come by and ask for help.  I ignored him, and after a minute he started shooting at me.  Before I could select a rifle, Cripps was blasting him.  

Anyways, after you kill him it should say "ambush cleared". The fact you didn't get that message and he respawned sounds like there was a hiccup in the game.