If you both move to Mexico, you will become liable to tax in Mexico on your income and capital gains.
If your husband's employer allowed him to work remotely in the UK, he would only be taxable on that income up to the date he leaves the UK. This income would then become taxable in Mexico, if he continues with the same employer. You may be able to pay voluntary national insurance contributions.
Have a look at the guidance here.
Voluntary National Insurance
You would need to contact your pension provider, to confirm if you can continue to make payments to the pension scheme.