Some people who use Latin as a living language use Mexicum (neuter gender).
Hmm... So, NOT like exempli gratia most 'feminin' provinces/countries of the Roman era: Italia, Hispania, Gallia, Germania, Brittannia, Africa, et cetera...
'Egypt' was apparently regarded (very) 'masculin', as it was called 'Aegyptus'.
Let´s call 'New Mexico' ... MeXICuM noVuM