N.M. Stat. § 45-3-311
Informal appointment unavailable in certain cases.
If an application for informal appointment indicates the existence of a possible
unrevoked testamentary instrument which may relate to property subject to the laws of
New Mexico, and which is not filed for probate in the probate or the district court, the
probate or the district court shall decline the application; however, such declination of
informal probate is not an adjudication and does not preclude appointment in formal
proceedings.