The name as listed in the 1540 muster as the horseman Alonso Esteban de Mérida may indicate that he was in fact Alonso Esteban from Mérida (Badajoz). There are other documentary references to an Alonso Esteban without the "de Mérida" and those may refer to the expeditionary.
1540, Feb: Muster in Flint & Flint, Documents, Document 12 [horse, native arms]
?Actas de Cabildo, Tomo III, Book 6 [p.153: 10 Dec. 1554-Alonso Esteban, vecino granted un pedazo de solar next to the houses that he has bought in the barrio of San Hipolito, 1/4 a solar];
?Actas de Cabildo, Tomo III, Book 6 [p.164: 11 March 1555- Alonso Esteban digo Alonso Martin Esteban, vecino, granted un pedazo de tierra, 1/2 solar on the street Los Donceles in the barrio of San Hipolito linderos to the solar of Rodrigo de Carbajal and por delante the calle Real que dizen de los Donzeles]