I was thinking that if Mexico had changed regimes, and was no longer the Empire of Mexico, and now had a government more friendly towards the US, then maybe the US might consider returning Sonora and Chihuahua as a means of making the US more popular with the people of Mexico. I imagine that the US would probably hold onto the former Confederate naval base at Guaymas, and might even maintain an exclusive economic territorial zone around the base (similar to the British in Hong Kong) but I think that the US might be tempted to get rid of these two states for several reasons.
Firstly, as I said, returning Sonora and Chihuahua to Mexico might curry favor with the people of Mexico towards the US. Secondly, both Sonora and Chihuahua have large Hispanic populations which are relatively poor when compared to the US. Granting the Hispanics of Sonora and Chihuahua US citizenship and allowing them to migrate to other US states as American blacks are still returning from the death camps might be problematic, and might cause further racial strife. Furthermore, both states have relatively little available fresh water, making economic development and settlement a significant challenge. Also, immediately following the war, the US military will have its hands full trying to deal with sporadic uprisings in the eastern states of the occupied Confederacy. US troops garrisoned in Sonora and Chihuahua could be put to better use in the defeated Confederacy, if Sonora and Chihuahua are returned to Mexico.
One other thing I imagine is that after Sonora and Chihuahua are returned, there will be a lot of ethnic cleansing in those two states as people of Mexican heritage rise up and take revenge upon Anglo-Confederates still living there. I imagine that the Anglo-Confederate would be pushed out of power in local governments, there would be a lot of property seizures executed by the new Mexican state governments against wealthy Anglo-Confederates as they are driven from their homes, and there would be an awful lot of mob violence including looting robbing and raping before things eventually settle down again. In the end, a few Anglo-Confederates might be able to remain in their isolated communities in the mountains of Sonora and Chihuahua, but most of them are either killed, or flee to other parts of the world including Texas, Australia, South Africa, and maybe after 1950 a few are allowed into the US on humanitarian grounds. - This is just my two cent. Who knows, this is just fiction, anything can happen, just trying to make the story more interesting and believable.