What documents would be considered as proof of residing outside the US and where do I start?

You probably did register with the local authorities when you returned to Mexico; if so, ask for certificates reflecting this fact. Additionally, applications for driver's licence, voter registration, opening bank accounts, credit applications, apartment leases, utility invoices, letter from a public library confirming your application for a library card and a history of borrowing books throughout these 10 years; affidavits from your doctor, dentist, hairdresser, drycleaner, and any other service provider; affidavits of your friends and neighbors; letters and parcels that you would had to receive personally - anything and everything that proves your physical presence in Mexico on any particular date or during any period of time will be helpful. If you got a traffic ticket - it is a conclusive proof that you were where the ticket was issued on that date. If you were called to serve as a juror in court, the court can confirm that you were there on the particular date. And so on. Your business likely generated a lot of paper: registration documents, business licences, bank statements, office and/or warehouse leases and utility bills, supplier's invoices, contracts, payroll records, etc. Telephone records can be very helpful if a person who called you at the office or received a call from your office would have reason to remember that he/she spoke with you (not with your partner or employee). Your employees can give you affidavits attesting to your physical presence in Mexico during particular periods of time. Think about it and you will come up with tons of evidence. There is no need to come up with a single document covering the entire 10 years. There is no such thing as "too much evidence": there can be only "enough" or "not enough", so give USCIS all you can find.