I feel your pain here. I self-paid also for a lap band -- a total of $15,000, which included life-time fills. I did qualify for the lap band through my insurance, but they wanted me to do a weight loss program of theirs first, which would require driving into Los Angeles once a week for six months, which I couldn't do.
I have had my lap band for four years and regret it also. I throw up at nearly every meal and recently had all the Fluid taken out. I'm trying to see if my insurance company, Kaiser Permanente, will cover the removal of the band and revision to the sleeve.
I think Kaiser insurance is pretty good in general if you have the option to get that insurance. If you opt to go to Mexico, I think you will have to self-pay as I don't know of any insurance that would cover surgery in Mexico, but they most likely will be less expensive than having surgery here.
I would think that your best bet is to see your primary care physician about your lap band problems and request that he refer you to a bariatric surgeon for revision surgery.