From Scott Bundy's comments in his 2012 Checklist of NM Pentatomids, in reference to Z. americana: (https://scholar.valpo.edu/cgi/viewcontent.cgi?article=2252&context=tgle)

"Thomas (1992) described this species. Previous records of Z. caerulea (Linnaeus) in New Mexico likely all belong to Z. americana as Thomas (1992) examined individuals of this species from Arizona and Texas."

He lists Z. americana as the only Zicrona species present in NM, so that's what I'm basing this species ID on. If anyone thinks that is reaching too far, I'm open to moving it back to genus level- I really have no idea how to differentiate these two species.

There were massive numbers of flea beetles along the Rio Grande and the Zicrona population was booming in response. I got photos of 11 different individuals (unfortunately these guys are small and it was windy, so it was tough to get decent images) and I'm sure there were quite a few more of them around.