An alternative theory of this film.
This movie is about a guy who got recruited and used by drug traffickers who were working with U.S. government and/or law enforcement. The movie is not about this specifically or openly, but that is definitely what is going on in the story you see on film.
It appears (or so the film suggests though doesn't outright say) that Delgado, who was inspired by real life dealer Carlos Lehder, was working for the man the whole time. So was SeƱora Jung.
Remember how Delgado (Lehder) was conveniently in the same prison cell, always pestering Jung about what he did to get arrested. Jung lied at first but eventually slipped up. Once Delgado got his teeth into him, he groomed him and brought him up to the very top. Delgado introduces him to his future wife, and basically sets up his whole life from then on.
Delgado was the one who had Jung shot (in an alleged fight) to make Jung talk so that he could steal his connection to Foreal. Jung is immediately cut out of the business. Foreal gets cut out of the business quickly as well and they get arrested the first time that they are together again in years after Jung's wife invites him to their house. When the cops and agents show up, the cocaine they find was placed on the table by Jung's wife. Later, when the two of them were on the run, the wife causes an accident just as they are being followed by the police (Jung had mentioned to her that they were being followed). The thing that makes it suspicious is that, once again, it was Delgado that introduced the woman to Jung.
Both Jung and Foreal get arrested after exiting the business and having all ties severed to Delgado and Escobar. Nobody can figure out how or why law enforcement showed up then. It was seemingly without cause. However, it was Jung who cut them both out before they were arrested to ensure that no cartel people would be involved. If they were still doing business, somebody could wear a wire to a deal and get set up. The wife was also working for the cartel, and both were working with law enforcement.
This also explains why his daughter never showed up. She is the child of a mark. Why would she respect her father enough to want a relationship with him, especially coming from a culture where being scammed is a cardinal offense on the part of the person who was taken for a fool? Why would the ex-wife want her daughter around a guy she scammed? She had the daughter as part of her cover, but has naturally grown attached to her.
This idea of a hidden subplot is not as far fetched as it sounds. It actually has much basis in fact. Watch Kill the Messenger to learn about CIA connections to drug cartels in the 1970s and 1980s. It's real. Read about the real East German "Romeo Agents" who seduce women to gain access to secrets. Somewhere you will inevitably encounter passages on how, while communist states used men in this capacity, western intelligence services used women. This was occurring in Europe at about the same time as Iran-Contra was going on in Central America, which is during the time frame of this film. As for some law enforcement agent being placed in prison to gain access to an inmate being investigated, well you can find mention of that if you google "DEA jobs".
This is my interpretation of this movie. I won't speculate on what really happened to the real Lehder and Jung because I don't know how much of this movie is fictional or dramatized. Lehder could very well be sitting in prison right now for sake of his family, just like the man who (in the movie) was killed by Escobar in front of Delgado and Jung. However, it seems that much has flown over many other viewers' heads.