Why does Sydney travel to Mexico City in the novel, Ambush?

Sydney goes to Mexico City when she gets word that Malik has been spotted in a mosque there. She realizes how much trouble she and Malik are in when the man who gave Sydney the tip about Malik is tortured and killed. While she is in the airport in Mexico City preparing to return home, Sydney is confronted by a man who threatens to kidnap and torture Cohen if she does not give the Alpha the information he wants in two days’ time.