Interesting bits of information. Here's my interpretation:
That fact that your grandmother (and her brother) would have been sent to the US for school indicates that they came from a well-to-do family in Chihuahua. Poor families wouldn't have had the economic means to send their children away to any school - Mexican or American. With the support of a sponsor, highly intelligent poor kids might have obtained an education, but they would have gone to Mexican schools.
At the time that your grandmother went to Texas, Chihuahua was under the control of the despotic Terrazas family. Terrazas and the other oligarchs brutalized the population. In this environment of oppression, your grandmother and her brother are privileged enough to study abroad. Again, this points to the fact that your grandmother's family was well-to-do and alligned with the ruling class. This being the case, your great grandparents might very well have been victims of the revolutionaries under Pancho Villa.
Typically, I discount people's stories about how Pancho Villa did this and did that. Stories abound in Northern Mexico about how "my family used to be rich, but then Pancho Villa came and took it all . . ." In your case, there may be some element of truth.
As far as the Bishop of Chihuahua, it does not seem unusual that he would have been identified as the guardian of your grandmother. Obviously, the Bishop had to pull some strings to secure enrollment for your grandmother not only in another diocese, but in another country. Also, the fact that the Bishop himself is the sponsor of your grandmother again is evidence that your family had economic means. Poor people would not have had access to the Bishop.
It should not be hard to find the Church records for your family. I'm surprised that your are having so much trouble.
Perhaps your grandmotherIt's unlikely that