NEW YORK — The Yankees are heading south of the border. The team will play two exhibition games against the Diablos Rojos del México at Alfredo Harp Helú Stadium in Mexico City on March 24 and 25, a source confirmed. Puro Beisbol’s Fernando Ballesteros first reported the news. The Yankees have their last two spring training games scheduled against the Pirates and Mets in Florida on those dates. Those games will go on as planned, the team announced. Meanwhile, ticket sale information for the games in Mexico City will be provided at a later date through the Diablos Rojos. The Yankees open their …