The Butterflies, Yero and Boca

Epic fantasy adventure. The Complete Tetralogy. 4-book series in one volume:

(Part 1) Tales of the Rasha La
(Part 2) Beyond the Moonwalk
(Part 3) Byways of the Butterfly
(Part 4) The Lure of the Dragon Range

Synopsis:
... and since it was their turn the monarchs told their own story: A tale of lost children who return to earth as butterflies on the wings of the Fyrstellia, the falling stars. For when the Lord of Light granted men a mortal life span He founded a halfway house in the nearby heavens as well, the Halls of Waiting, where angels could bring the fallen and tend their spirits until they were ready to go further into the Light. For most, it was only a short stay, but not for the children.

"They don't want to go on", reported the Keeper of the Halls. "They want to go back".

Here are two that did - together with an account of their journey into Mexico, caught up along the way in the fortunes of the fairy people on earth.