In Sicario Alejandro claims to have been a prosecutor in Mexico? But how is that possible when he's a Sicario working for the Colombian cartel. Was he a prosecutor in Mexico and then after his family was murdered he moved to Colombia?
Josh Broslin character says that the Medellin cartel is something that's controllable by the U.S. government, where as the Mexican cartels refuse to limit their violence and scope, so they're attempting to install a more U.S. friendly drug cartel.
Josh Brolin says "until 30% of the population stops snorting and smoking that shit" meaning they know they can't get rid of drugs there's no way, so control it and the violence by returning it back to the Medellin Cartel which also moves it back to Columbia away from US Borders. Alejandro was a prosecutor whose wife and daughter were killed by the Sanora Cartel. So he began working for anyone who would "turn him loose" whether that's for the US against cartel or cartels against the US that would lead him to the boss at the end, the leader of the Sanora Cartel.
It was an attempt to get Alejandro in place where he could take revenge and at the same time take back control of the drug trade. The CIA wants the Medellin Cartel back in control and Alejandro wants revenge.