I think since agente Pena "retires" at the end of the last season, lives in laredo (or at least his family), etc. I was thinking that maybe is about him later on (during the mid 00s) whe the cds/cdg laredo war begins he gets involved in it somehow. Maybe someone in his family gets involved (like his father, some narco might try to buy it from him but he refuses and gets kill.) and he tries to rescue him or go on a vendetta.
I hope they start getting into Mexico. They've missed out on a lot of material IMO by only alluding to such big topics as the Arellanos, heroin, etc.
I'm only on S3E7 but they could've done a lot more with the AUC in S3 after introducing the Castanos in S2, as well as Mexico. By the decline of the CalI cartel/rise of NDV cartel.. the Mexican groups are arguably just as powerful if not moreso, than the Colombians. They could've atleast set the stage this season by showing the events/aftermath of the cardinal murder alongside Pacho hanging out with Amado, after missing out by not delving deeper into the fallout from the Camarena killing.
Also keep in mind Pena is a very real life person, who IIRC is still serving with the DEA or atleast was not too long ago. And he most definitely played a big part in the fight against CDS, CDG, and Zetas as you mentioned..
Hopefully they give equal focus to all players and don't zone in on just 1 or a small few. Overall they done a devent job and I think it'll really get pretty fast paced again once the ultraviolence of the various Mexican cartel paramilitary wings start ratcheting up the action of the series.