(CNN) A new migrant caravan is heading to the United States. And US President Donald Trump has already weighed in, threatening to cut foreign aid to Honduras if the group isn't brought back to the Central American country.

The caravan, which organizers say numbers thousands of people, formed in the Honduran city of San Pedro Sula on Saturday and crossed into Guatemala on Monday.

Guatemala detained one of the caravan's coordinators on Tuesday, a Guatemalan government source told CNN. But other members of the caravan were still trekking north.

The big question: Will authorities detain them before they reach the US border?

The caravan met a police blockade in Guatemala

Members of the group told CNN en Español that they decided to join the caravan and head to the United States because of insecurity and a lack of jobs in Honduras. Many are traveling with children in tow.

As local media documented the first steps of the group's journey over the weekend, government officials across the region spoke out, advising them to turn back.

The US Embassy in Honduras warned of the dangers of the journey and noted that the United States would enforce its immigration laws. Mexico's foreign ministry released a statement noting that travelers should consult its migration laws before trying to enter.

"Please bear in mind that current legislation does not permit entry into Mexico if requirements to travel to a neighboring country have not been met," the statement said. "To avoid surprises, please inform yourself before starting out."

But the caravan continued undeterred.

Police in Esquipulas, Guatemala, about 10 kilometers (6 miles) from the border, blocked their path for nearly two hours on Monday, according to local media reports, but eventually allowed them to continue their journey after the migrants refused to turn back.

A caravan of Honduran migrants pauses at a Guatemalan police checkpoint after crossing the border from Honduras on October 15.

By Tuesday morning, the caravan had caught the attention of Trump, who tweeted about it.

The United States has strongly informed the President of Honduras that if the large Caravan of people heading to the U.S. is not stopped and brought back to Honduras, no more money or aid will be given to Honduras, effective immediately! — Donald J. Trump (@realDonaldTrump) October 16, 2018

He added two more tweets Tuesday night.

"We have today informed the countries of Honduras, Guatemala and El Salvador that if they allow their citizens, or others, to journey through their borders and up to the United States, with the intention of entering our country illegally, all payments made to them will STOP (END)!"

We have today informed the countries of Honduras, Guatemala and El Salvador that if they allow their citizens, or others, to journey through their borders and up to the United States, with the intention of entering our country illegally, all payments made to them will STOP (END)! — Donald J. Trump (@realDonaldTrump) October 17, 2018

He added, "Anybody entering the United States illegally will be arrested and detained, prior to being sent back to their country!"

Anybody entering the United States illegally will be arrested and detained, prior to being sent back to their country! — Donald J. Trump (@realDonaldTrump) October 17, 2018

Vice President Mike Pence also had weighed in earlier, tweeting that he'd spoken with Honduran President Juan Orlando Hernández and Guatemalan President Jimmy Morales. Trump's message to Honduras, he said, also applies to Guatemala: "no more aid if it's not stopped!"

Spoke with Guatemalan President @jimmymoralesgt about caravan heading for the US & made clear our borders & sovereignty must be maintained. We expect our partners to do all they can to assist & appreciate their support. Reiterated @POTUS' message: no more aid if it's not stopped! — Vice President Mike Pence (@VP) October 16, 2018

Bartolo Fuentes, one of the coordinators of the caravan, told CNN on Monday the group planned to apply for humanitarian visas in Mexico that would allow them to travel through the country to the US border.

Many families in the caravan spent Monday night in Esquipulas and restarted their march north Tuesday morning.

Honduran migrants sleep at an improvised shelter in Esquipulas, Guatemala, on Monday.

Organizer arrested as governments speak out

Guatemalan authorities detained Fuentes and two others on Tuesday, the Guatemalan government source told CNN. All three are set to be returned to Honduras in the coming hours, the source said. The reasons for their detention remain unclear.

Fuentes, a former lawmaker from Honduras, told CNN Tuesday morning that police had been following him in Guatemala.

Guatemala's foreign ministry issued a statement saying its authorities would take necessary steps "to identify and document the people who entered Guatemalan territory in an irregular manner." In addition, the statement said, authorities have been instructed "to take necessary and appropriate measures to guarantee order and national security."

The Honduran foreign ministry also issued a statement Tuesday evening, decrying the march as a political move aimed at "altering the governability, stability and peace of our countries." Officials urged members of the caravan not to allow themselves to be used.

The caravan "was organized by political sectors with false promises," the statement said.

"The organizers are deceiving the people, making them believe that if they arrive in the United States, they will be welcomed."

Six months ago, another high-profile caravan headed to the border

JUST WATCHED This pregnant mom is the first migrant in line for asylum Replay More Videos ... MUST WATCH This pregnant mom is the first migrant in line for asylum 03:36

Ultimately, hundreds of migrants from that group crossed the US border and asked for asylum.

Leaders of the new caravan told CNN en Español that it formed spontaneously and was organized through social networks.

This caravan's formation also comes just weeks before high-stakes midterm elections in the United States, in which many Republican candidates have been echoing the President's messaging about boosting border security and cracking down on illegal immigration. And no matter what happens next to these migrants, their caravan is likely to come up on the campaign trail.

"We are concerned that these migrants have been the victims of false promises by those seeking to exploit them," a State Department spokesperson said Tuesday.

US Department of Homeland Security spokeswoman Katie Waldman said the agency is monitoring the caravan and working with Central American countries and Mexico on the matter.

"As we have said time and again, until Congress acts, we will continue to have de facto open borders that guarantees future 'caravans' and record numbers of family units entering the country illegally," Waldman said.

Honduras receives millions in US foreign aid

San Pedro Sula , where this caravan began, has been described as one of the world's murder capitals.