The cops in TJ run sobriety checks points all the time. Most arenโt in areas that mongers frequent so you donโt hear about them too much on the boards. Guys who live there are used to them. I've been through many in outlaying areas without incident.
Of course, it is always best to park outside the ZN. Entering and exiting the Zona has always involved more risks than driving elsewhere in TJ.
Finally, be careful when talking to taxi drivers. Many a newbie has been told things like the Zona is closed followed by an offer to take a man to a MP. Taxistas, for obvious reasons, don't want you driving in TJ.