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Another change to U.S. immigration policy. The Trump administration has issued a new rule that migrants must seek protection in at least one of the countries they travel through before asking for asylum at the U.S.-Mexico border. As Texas Public Radio's Reynaldo Leanos Jr. reports from Nuevo Laredo, Mexico, the constantly changing policies are creating confusion and fear for migrants already in dangerous situations.

REYNALDO LEANOS JR, BYLINE: A group of women are sitting on a white wooden bench at Casa Del Migrante Amar, chatting and eating fruit on a blistering hot summer day. One of the women, Magda, fled Venezuela's oppressive regime. The day after she arrived in Nuevo Laredo, she was robbed.

MAGDA: (Through interpreter) It's difficult to be in a situation where you're looking for security for yourself, and you're still in the same difficult situation you were in back home.

LEANOS: Another woman, Ruth, fled domestic violence in Peru. Both women declined to give their last name because they fear for their safety in this border city. Ruth says she rarely leaves the shelter because she's scared of what lies beyond these walls.

RUTH: (Through interpreter) We've heard of kidnappings that take place close by. Sometimes, people come ask if we want to work, but it's scary because you don't know where they're going to take you because you don't know if it's someone you can trust or if they'll hurt you.

LEANOS: Both women face a tough road ahead in trying to win asylum in the U.S. And it got even tougher this week with the Trump administration's latest policy announcement, the one requiring that migrants first apply for asylum in another country. Like other policy changes, this one is being challenged in court and widely expected to be blocked, at least initially. Magda says she doesn't know what to think.

MAGDA: (Through interpreter) It's been psychologically draining - the news. This, yes. This, no. It's like, yes, no. Do I stay, or do I leave? What do I do? It's like, kill me here because I can't do this anymore. Kill me here because I can't return to my country.

LEANOS: According to data from Doctors Without Borders, almost half of the patients they worked with in Nuevo Laredo this year have been the victim of violence. The organization also says their patients experience anxiety, depression and PTSD. On top of that, migrants are dealing with a complex U.S. asylum system, says Karen, a Mexican social worker with Doctors Without Borders. She asked that we not use her last name because of security concerns.

KAREN: They know that they are in a process, but they don't actually know how it works, how are the steps or what is going to happen when they have their court - what do they need to bring?

LEANOS: Karen points to another Trump administration policy that requires asylum-seekers to remain in Mexico until their court date in the U.S. This so-called Remain in Mexico policy just expanded to Laredo, across the Rio Grande from Nuevo Laredo. U.S. officials are only allowing a few asylum-seekers to cross at ports of entry each day. When it's finally Ruth and Magda's turn, they could be returned right back to Nuevo Laredo. Ruth, for one, still plans to stick it out.

RUTH: (Through interpreter) In reality, we don't know what new laws the president is going to implement. The only thing we want is a security in our lives.

LEANOS: For now, they're stuck in one of the most dangerous regions of the world. Nuevo Laredo is in the Mexican state of Tamaulipas. Alongside Syria, Yemen and Afghanistan, Tamaulipas is on the State Department's Do Not Travel list because murder, carjackings, extortion and sexual assault are common.

For NPR News, I'm Reynaldo Leanos Jr. in Nuevo Laredo. Transcript provided by NPR, Copyright NPR.