During importing transactions, you are getting the error "Tax override cannot be applied. No taxes to override for NM US."
There are jurisdictions in New Mexico that have a tax rate of 0% for sellers use tax.
For these jurisdictions, you cannot add transactions with the tax type of sellers use tax and use a tax override at the same time.
You have the option to update your nexus tax type to say sales tax if you need to use the tax override, however that can cause reporting to be inaccurate.