Valid security claim? Yes. Means to enforce it? No.
Even if the federal government went all-in and sent the whole ass military, it would still be a trial to keep NGO-funded migrants from rushing the border. If Hot Wheels ordered the State Guard to shoot to kill, he'd be dragged in front of a federal tribunal within a week.
Even in the amazing, incredible, unlikely event that he got away with it, the Mexican government would then send their army to the border. We'd need federal troops to repel them. Back at square one. The only solution to this crisis is a federal one. if that's impossible, then solving the crisis is impossible.