It doesn't stand for anything, because Jesus H. Christ is not a proper name. It is Jesus (name) Christ (position) similar to Queen (position) Elizabeth (name). In Greek, the name "Jesus" is written iota-eta-sigma or "IHC" which explains where the letter H came from.
Don't think Mexico has anything to do with it. In case you didn't notice, there are dark-skinned people in many cultures in the world.
You mean Jesus C. He got his name when one week B.C., Joseph slammed the door on his finger and hollered out. "Jesus Christ !" and Mary said, "Oh, I like that name."