Givira lotta, the Pine Carpenterworm moth. I have a soft spot for large, fuzzy moths. This one is a member of the Carpenter and Leopard moths. From Wikipedia:
The Cossidae, the cossid millers or carpenter millers, make up a family of mostly large miller moths. This family contains over 110 genera with almost 700 known species, and many more species await description. Carpenter millers are nocturnal Lepidoptera found worldwide, except the Southeast Asian subfamily Ratardinae, which is mostly active during the day.
This moth is found in California Arizona, New Mexico, and Colorado and most likely in pine forest areas of northern Mexico.
Larvae feed on outer bark of ponderosa pine. I couldn’t find a caterpillar picture in this genus on iNaturalist. Here’s an example of another species in Family Cossidae.