MEXICO CITY—Mexico’s military on Tuesday arrested the wife of drug lord Nemesio Oseguera Cervantes, alias “El Mencho,” in the western state of Jalisco, sparking concerns about possible violent reprisals by his gang, Mexican officials said. Rosalinda Gonzalez Valencia was caught in Zapopan, part of the conurbation of the city of Guadalajara, in a “a significant…