Possible if
Playing as
墨西哥
Achieved if
Any country is exiled in 墨西哥
In order for 墨西哥 to host an exiled country, it has to be 
Democratic, and the faction leader needs to be Democratic. Although 墨西哥 does not have to be the faction leader, it still needs a powerful army or economy to host exiles.
Strategy
Head straight to the Women's Suffrage focus to change ideology to Democratic. Rush to Arrest General Cedillo to prevent a civil war and take democratic advisor in between, DO NOT take Institutional Revolution yet. Take the Spanish Civil War Refugees focus to get create South American faction. Depending on 墨西哥's relation with church, take Falangist Veterans or Support Spain's Loyalists to avoid civil war. Realpolitik is a dead end in the focus tree and will not lead to war goals against South American nations. After the faction is created, take Institutional Revolution to turn Democratic, and lower tension requirement by guaranteeing. To increase world tension, take March Southward to get more territory. Once world tension reaches 25%, check the European situation and guarantee countries that under Axis threat. For example, it is recommended to guarantee 
芬蘭 because the European nations may join the allies instead. Wait for 
蘇維埃聯盟 to declare war against them and answer their call to arms and invite them to the faction. To ensure that the war target will not capitulate and give a peace conference, 墨西哥 may need war participation. One strategy is to declare on a neighboring country while at war. They will join the opposing faction. Capitulate them to gain war score. However, it may be sufficient to merely send some units in an effort to try to help out. As long as 墨西哥 is neutral with respect to the war between 
德意志國 and the Allies then any units from 墨西哥 will be able to pass through the Danish Straits, even if 德意志國 has already taken control of Jutland and Østlandet. Furthermore, the faction may be formed with just 芬蘭, once 墨西哥 answers the call to arms. Wait for 芬蘭 to capitulate thus making them an exiled country in 墨西哥
