I found this:
It is illegal to conceal carry dirk knives, poniards, any type of dagger, bowie knives, switchblades, butterfly knives, butcher knives, or any other knife, which can cause dangerous wounds. In New Mexico, you may carry any legal knife openly or in your vehicle
There are a couple aspects to clarify. A 'neck knife' is arguably concealed. A neck knife which is a 'push dagger' is not legal if it has two sharpened edges. There are some that only have one edge sharpened. I don't see anything about 'blade of or under 2.5 inches', which is an out for things like switchblades (See Ca-legal switchblades).
The law is very vague. What is a 'dangerous wound'? 'Any other knife' means that you can be arrested (though probably not convicted') for carrying a swiss army knife with a 1.5" blade, if the officer wants to say it could cause a 'wound', or if you had pulled it out and brandished it. The officer could make a claim that you did that, but normally they have better things to do. An arrest, hassle or confiscation of a knife of any kind is usually called a 'pile on charge' in that maybe you were suspected of trying to burglarize a store at night, and they found a knife.
Next the open carry comment is also vague. You may open carry any 'legal knife' or in your vehicle. What is a 'legal knife'? According to the first paragraph an officer could declare in his "opinion" that any knife is not 'legal' because the considered it a 'butcher knife'. What is a butcher knife? Is a 5" paring knife, used by butchers a butcher knife?
Normally a well-coded law will have a definition section, if they are not trying to purposely be vague, and define their terms. So a proper law will define a 'butcher knife'. Is it a meat cleaver? Is it a chef's knife over 8"? What if you ARE a butcher and you carry your tools with you? Arguably, an officer could, under such a vague law, call a briefcase with a set of chef knives, 'concealed'. A good law will say things like 'Concealed on or about the body with the intent to commit a violent act' or something, which excludes normal people going about normal business, because there is no 'intent' for a chef to harm anyone even though he has a 'prohibited' type blade in a briefcase or a man-purse/bookbag, because it's 'not concealed on the body'.
So, given that, normally in New Mexico, if I really felt I needed to carry a blade, I'd pick the most innocuous smallest blade, or folder that could make you feel safe, and I would avoid things like a push dagger.
However, I recently learned that a 'push dagger' is ideal for older people or females who no longer have decent wrist strength. They're not trying to be 'knife murderers', or hoodlums.
You can buy a push dagger that is not sharpened on both edges. You can also buy a Kabar TDI knife, which many cops carry, which has a very short blade, but can be used with either hand from a draw near the belt buckle and could conceivably be 'open carried' and not be considered a 'dagger' or other New Mexico - prohibited carry.
You said you have been 'hassled' by cops in other places. Can you give an idea of what this entailed? Were you in a gang? Were you in martial arts?
To sum up, if you are really concerned, I would suggest you look at the smallest Kabar TDI and carry it on your belt. I would also do safe practices such as lock your car doors when you get in, travel with a partner, have a cell phone with 911 and your lawyer on speed dial, don't go to bars after dark, avoid parking lots after dark.
Oh one other thing, some big cities have special provisions for knife laws, again, not aimed at 60 year old accountants on business, but some cop could apply it if they wanted to, say if you were being targeted say as a political activist or a former felon.
Finally, at 67 do you really think that carrying other than a 3.5" folder is going to help you fight off a real predator? Wouldn't it be simpler to have another person with you or to ask store managers to have a security guy walk you to the car?
Good luck and HTH.