It appears that Monterrey will be the first show of the 4th leg. U2 will be at the grammys in Los Angeles on February 8th. I imiagine they will be rehearsing for the 4th leg in Mexico either before the Grammys, then fly into LA for the awards, or just spend the 9-11th rehearsing in Mexico.
There was talk that when Bono was in Mexico last week, that he was scouting stadiums in Guadalajara. If this is true, then perhaps U2 may add 1 more city in Mexico. It could happen on February 10th or after Mexico City. Mexico City was originally being rumored for Foro Sol which is about 1/2 the size of Azteca, so maybe there will be only 1 date in Mexico City? Regardless they will need to be in Brasil shortly after Mexico City, so they may not be enough time to add another city in Mexico.