Antonio Liendo Senior vs. Junior

This arrival would be for Juan Antonio LIENDO, senior since it is before the birth of the junior. But the time frame seems correct given that you believe the junior was born around 1700. This Antonio LIENDO came unmarried to the new world... Guatemala, which is not quite Nueva Espana but very close and certainly within easy migrating distance to Zacatecas a decade later...

Furthermore, Catalina DE LA ROSA strikes me (gut instinct) as an indigenous name... I have run across many a records with DE LA ROSA and DE LA CRUZ and so forth indicating the person as India/o. Makes sense that they would be assigned such simple, descriptive names instead of really obscure Basque names, etc.

I think you are on the right track about his parents marrying in Zacatecas. If I make it to Salt Lake in October, I will be looking through the informaciones matrimoniales of the 1600s in Zacatecas and will keep an eye open.