Miss Bala Ending Explained (Spoilers)
Unbeknowst to Gloria, during the whole time she was working with Lino, people in his gang were pimping Suzu. You see, his crooked cops took Suzu, made her a sex worker, and Lino tried to pin Suzu’s situation on his rival to get Gloria to help. Especially since, to get a man who is the chief of police alone, the only thing Lino could do is take advantage of him when he tried to have sex with Gloria, after she wins Ms. Baja (a title she wins because Lino paid off the judged).
But, with realizing Lino lied about the Chief of Police making Suzu an escort, because of the branding tattoo she saw before, she betrays them both. She betrays Lino by revealing to the Chief of Police that Lino is coming for him, and she shoots him at the end of the movie. Gloria also shoots the Chief of Police when he tries to use Suzu for a human shield.
Yet, despite shooting one of the most powerful men in Tijuana, and one of the biggest drug lords, and having an AR-15 when cops show up, no harm comes to her. All we see is Jimmy, who was selling arms to Lino’s gang, being revealed as a CIA agent. One so impressed by Gloria that they want to bring her on board. An idea she is willing to go for as long as Suzu is returned to her brother and aunt – safe and sound and out of jail. Since, you know, being an American protects Gloria but Suzu? It’s not until Gloria’s deal-making she gets out of prison.