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 blow to the financial structure of organized crime in the state of Jalisco,” the defense ministry said in a statement. Separately, a Mexican official said two Marines had been abducted in Zapopan and that the government was concerned the arrest of Gonzalez could provoke a reaction from her husband’s gang, the Jalisco New Generation Cartel (CJNG). Gonzalez was detained for various crimes, with the evidence pointing to her involvement in “the illicit financial operation of an organized crime group,” the ministry added. Oseguera, a former policeman, is arguably the most wanted kingpin in Mexico. The …