In regards to the "prophesied the arrival of a white man" statement, perhaps these two previous topics from our FAQ section on Mesoamerica are of interest.

• Did Moctezuma II really believe Cortes was 'an armor-clad God'? by /u/Ucumu and /u/400-Rabbits

• I've heard that Cortés arrived in America on the same year that an Aztec prophecy predicted a god was supposed to come to earth. Is this true? by /u/military_history

In regards to your question specifically, perhaps the section Pre-Columbian Trade and Contact will answer your inquiry.

I will comment and say that direct and sustained contact between the Southwest and Mesoamerica was probably fleeting. There are points in history in which contact and trade is much greater than at other points. For example, in the Epiclassic (~550 - 900 AD) in West Mexico, the Aztatlan culture were heavily involved in trade to the Southwest. Being a coastal culture, they produced a lot of cotton and textiles which were presumably traded northward. Along with the textiles, the Aztatlan culture may have also introduced bronze bells to Southwestern peoples. However, the Aztatlan culture is not the only culture to make contact and trade. In the Postclassic, for example, turquoise was traded from the Southwest to Central Mexico. In return, Southwestern peoples may have received cacao. Scarlet macaws are another item traded to the Southwest. These macaws, however, are only found on the Gulf Coast around Veracruz and San Luis Potosi and southward. There is evidence that macaws were not only traded to the Southwest, but were also raised by Southwestern peoples. This would necessitate people having to cross a desert to bring live macaws to the Southwest from the Gulf.

The reality is that there is no one route that any sort of trade and contact took place between the Southwest and Mesoamerica. Different peoples traded different things at different times. The larger question is whether you had people walking from the Basin of Mexico to modern-day Phoenix or if these goods exchanged many hands through a series of intermediaries who occupied marginal and difficult environmental conditions.