In German, denatured alcohol is called "Brennspiritus
", often shortened to just "Spiritus
". It's mostly ethanol, but with some additives that make it highly poisonous (and, from what I understand, make it taste very bad too, but I'm not inclined to try it). Because it's undrinkable, the heavy tax on ethanol is not applicable. Sold cheaply in supermarkets, drug stores and some hardware stores.
In case of confusion, explain that you want to use it for cooking. That helped me out in various parts of the world. If still without luck, explain that some people use it for cleaning. You may well find it in the row of cleaning products.
If your travels ever bring you to The Netherlands, we call it "Brandspiritus
" or "Spiritus
". Even the small neighborhood supermarket around the corner sells it and it's cheap. Too bad that I can't take it with me when I fly somewhere
I can relate to your Mexican experience. I had that the first time I went to Scotland. Eventually I found an outdoor store that sold some sort of gel that I could use in my stove, or I would have resorted to gasoline. That will work in my alcohol based stove, but it smells bad and the soot quickly makes my pots go black. I never really figured out what that gel was, but it worked fine. Pretty expensive though. And when I wanted to take the remainder back to Amsterdam, I wasn't allowed to take it on the plane (I didn't try to smuggle it, I simply asked and they said no).
Later in Scotland, I first found a hardware store in Edinburgh that sold it, and after that several supermarkets in various cities and villages that did so too. It wasn't dirt cheap, but not overly expensive either. However, I forgot what they called it.