Information on Surnames Carrillo and Romero

Hello Nuestros ranchos,I have come to a road block with my grandparents on my mothers side of the family. My grand father Lucio Carrillo was born in Tepechitlan, Zacatcas around 1899. He made several border crossings from Zacatecas to Laredo, Texas between 1920 and 1942.He may have married my grand mother Agustina Romero ( de Carrillo) around 1910. Agustina was born in or around Zacatecas, Zacatecas around the year of 1893. I have only one record of her crossing the border with Lucio in 1945 as a married couple. I am looking for confirmation of birth, baptismal or marriage records for both.
Agustina's mothers name was Jesusa Romero also assumed born in Zacatecas, Zacatecas. Jesusa Romero was known in the family to have American Indian roots as well. 
Thank You for any help on continuing my search for my family roots. Maria Rodriguez