I took my vape stuff to Mexico City last year, was worried because it's banned in Mexico. No one noticed anything, arriving or departing. If you get a red light and a full inspection, I can't guarantee anything, but they x-ray everything even if you get a green light. It seems Mexico is more worried about imports, so your personal stuff should be okay.
I also went to Hong Kong and Shenzen, no one took notice at all there. At the Hong Kong airport, I hardly remember going through immigration and customs. I took the train from there and walked across the border at the bridge in Shenzen, the passport/visa check was a bigger PITA than customs, at least in my case.
I do a lot more domestic travel in the US, and sometimes I get the TSA stopping my baggie with my vape stuff (always carry it with me) on the x-ray belt, but they normally just glance at it, recognize it, and put it back down. I've been briefly questioned about it once, got a nod and that was it.