[wwmiv]

Tucson metro is majority non-Hispanic Anglo, which is decidedly unlike El Paso metro which is supermajority Hispanic/Latino.

Whenever these types of questions are asked, my mind always goes to the following:

Well, what is a ‘natural border’? Answer: something which can be defended by both sides such that a peacetime equilibrium exists at that specific location.

Well, if considering military defense is necessary to establish where natural borders are, then the OP question implicitly presupposes the breakdown of the United States and the consideration of the military defenses of whatever successor state exists after that collapse.

Following that logic:

El Paso and Las Cruces are their own thing and could anchor their own nation-state. Whenever the United States inevitably collapses (whether that be in the next 10 years or 500 years from now), El Paso and Las Cruces will surely end up neither a part of Texas (too geographically isolated to defend) nor a part of New Mexico (too culturally distinct and far flung from a weak and resource poor geopolitical center) and could end up part of Mexico (if it doesn’t also collapse in the ensuing chaos) or more likely end up as its own nation-state in combination with Juarez with a hinterland in every direction of easily defendable mountain borders and a series of specific chokepoints between then and any invading army from Tucson, Albuquerque, Chihuahua, and anywhere in Texas.