Zacatecas, Coahuila - connection researching Gutierrez line

Hi - I have been trying to research the Gutierrez line in both Zacatecas and in Sierra Mojada Coahuila. I ordered some civil records for the area of Sierra Mojada in Coahuila hoping to find my grandather's civil record. I looked through the microfilm the other day and he did not appear in these records. His parents were from Zacatecas but in order for me to find out more about them, I have to start with my grandfather first. The problem is that I have a name of a church (not listed in LDS records) but not sure where this churches parish records would be located.
Sierra Mojada is bordered by Durango, Chihuahua, the U.S. Sierra Mojada was a district of Monclava at one time (I was told). Do I look for the archdiocese of Monclava for Sierra Mojada parish records? also -- On one of the civil microfilm records, there were many parish records of families who originated in Zacatecas. They must have come to Sierra Mojada starting in 1879 when silver and copper were discovered there. Thanks for any hints from anyone who may know about Coahuila and links to Zacatecas.
Yolanda