I think the best option for you is to simply take US dollars cash on your next trip and convert it to the local currency at your destination.
Since you live in Mexico, I think the only way you can deposit money to a European bank is by converting your dollars to pesos at a Mexican bank and doing a wire transfer. This is not a good idea since you would lose money on a double conversion (usd -> mxn -> eur) and pay wire transfer fees.
I believe Transferwise does not support sending pesos abroad at the moment, only receiving pesos from other currencies or sending pesos domestically within Mexico. Even if Transferwise supported the Mexican peso as a sending currency, you would still need to do a double conversion to get your USD into Euros.
Therefore, I don’t think it’s worth the pain of going through all this trouble and getting a travel-friendly bank when you have no easy way of funding the account. Also, the idea of sending cash through Fedex/UPS is absurd. Not only are you risking the loss of your money, you would be paying expensive delivery costs which would likely cancel out any savings with your European bank account.