OK, most of the plot is unraveled. Here you can see a video from a street surveilance camera, minutes before the explosion.
Click where it says "descargue aquí".
You don't see the explosion in the video.
The wounded woman, Tania Vazquez, was with the victim, Juan Manuel Meza. They waited for a car, got inside, received the bomb, and walked away. It's the package the man swings with his right hand.
About a block and a half later, the bomb -probably destined to a police chief- exploded on them (Meza was high on cocaine and toying with the gadget).
It all comes down to a local drug cartel worthy of a Guy Ritchie film.
The story goes as follows.
A group led by Rogelio Mena (AKA El Chilango) distributed drugs for some zones of the Mexico City market. Apparently, they had a deal with a police chief not to be bugged with.
The suppliers of this drug are members of the powerful Sinaloa cartel (Mexico City is a place of consumption, not of production or heavy trafficking). Members of the Sinaloa cartel ask Mena to host some of their thugs who were going to "do a job": kill a "traitor" who took refuge in a peaceful state near Mexico City (Sinaloa is 1000 miles away).
One night, about 10 days ago, Mena and the thugs are in the city, in Mena's truck, and he daringly goes through a red light, right next to 3 police cars. The cops block the truck, search it and find 3 precision rifles, with no permit. Mena and the hitmen are arrested; an arsenal -brought by the Sinaloa thugs- is found at Mena's house.
I imagine the Sinaloa cartel is mad as hell with Mena.
But Mena feels betrayed by the Mexico City police, so he sends a former girlfriend and another member of the band to plant a bomb on the cop's car, in vengeance. But the guy was so high in cocaine and careless, that the bomb exploded on them.
What we expect now is the Sinaloa cartel killing one by one the accomplices of Mena, and perhaps the corrupt cops doing the rest of the job.