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Between 1620 and 1623, Mary of Jesus reported that she was often "transported by the aid of the angels" to settlements of a people called Jumanos. The Jumano Indians of New Spain (what is today Texas and New Mexico) had long been requesting missionaries, possibly hoping for protection from the Apaches. Eventually a mission led by the Franciscan Friar Juan de Salas visited them in 1629.[7]

The abbess reported further but less frequent visits afterwards, all while she physically remained in the monastery at Ágreda. They thus are considered bilocations, an event where a person is, or seems to be, in two places at the same time.

Before sending the friars, Father Alonzo de Benavides, Custodian of New Mexico, asked the natives why they were so eager to be baptized. They said they had been visited by a Lady in Blue who had told them to ask the fathers for help, pointing to a painting of a nun in a blue habit and saying she was dressed like that but was a beautiful young girl.[8]

The Jumanos visiting Isleta indicated that the Lady in Blue had visited them in the area now known as the Salinas National Monument, south of modern-day Mountainair, New Mexico, about 65 miles south of Albuquerque.

At the same time, Fray Esteban de Perea brought Benavides an inquiry from Sor María's confessor in Spain asking whether there was any evidence that she had visited the Jumanos.

As reports of Mary's mystical excursions to the New World proliferated, the Inquisition took notice, although she was not proceeded against with severity, perhaps because of her long written relationship with the Spanish king.[5]

Accounts of Mary's mystical apparitions in the American Southwest, as well as inspiring passages in Mystical City of God, so stirred 17th and 18th century missionaries that they credited her in their own life's work, making her an integral part of the colonial history of the United States.[9]