My wife got 221g to submit NIE for the primary applicant. Primary applicant (H1 holder) NIE request denied. So if primary applicant travel to US via mexico. How does we can clear 221 g?
You can travel (with a valid US visa) to the US via 3rd country after being in the 3rd country for at least 14 days. Any person coming into the United States must obtain a negative COVID-19 test no more than three days before flying back to the U.S. This mandatory test applies to fully vaccinated travelers. Recovered COVID-19 patients can waive the mandatory test by showing documentation of a recovery from the last 90 days.
How my wife will travel since she has a document saying need to submit nIE for further processing
Check your question. You only asked how primary can travel
Your wife needs visa to travel to the US. If she has one you both can travel via 3rd country after staying there for 14 days.