Exchange USD for Pesos in Zihua banks?

Just use a debit card at an ATM. You will get a slightly better rate (as long as you remember to decline the offered rate.)

The fees for the ATM machines vary widely. As of the writing, the Inbursa ATM seems to have the lowest fee at MXN$22 pesos. (It is downtown across from Los Braseros Restaurant.) Also, Schwab's brokerage firm has a bank that will reimburse you the ATM fees for any machine globally. (Upon hearing this from this forum, I was very skeptical at first and called Schwab to confirm. Turns out it is true as of this writing.) Mostly, I use my BBVA account for no-fee ATM withdrawals at their ATM machines which can be found everywhere in Mexico. However, in the rare instance when I do tap my Schwab account, I always use the Inbursa ATM machine. Don't want to give them any reason to reconsider their generous offer. (In fact, I am a bit reticent to promote their accounts. If too many individuals take advantage of the system, the cost to them may become onerous and they might change their minds.)

And as the Good Doctor recommends, be sure to decline their "convenience" exchange rate. It is similar to the financial violation you will be subject to at the tourist kiosks at the airports and the tourist locations.

THAT'S why, after being here 9 years full time, we still don't have a need to have an account in Mexico. Just has kept life simple!!!! You have our sympathy.