The 14.21.0 release (at least) says:

[18c43c8518] - deps: update timezone to tz2022e (Richard Lau) #45094

Version 2022f was released on October 29th:
http://mm.icann.org/pipermail/tz-announce/2022-October/000075.html

It includes an update to Mexico DST that already took effect October 30th.

The ICU repository was just updated to include the binary files 5 hours ago:
https://github.com/unicode-org/icu-data/tree/main/tzdata/icunew/2022f/44