score:6
As mentioned here:
Applying for a short-stay C visa
...
proof that you’ll be returning to your home country, for example, evidence that you have a job back home or own property there – or a return ticket in your name.
So if your sister got a job back in Mexico, or own a property she's good to go. However, if she got neither of those, this might cause trouble.
Another source says:
When you receive confirmation of the issue of the visa, add the proof of the transport that you will use to reach Belgium (non-transferable return ticket in your name). This proof is not required when you lodge the visa application, to avoid unnecessary costs. On the other hand, proof of the reservation of a return ticket may be demanded.
So this means that entering without a return ticket is a risk - if they'll demand to see a reservation, she's in trouble.
All in all, tough situation - sorry I don't bring better news.