Turncoat

First things first, you need to find a military vehicle. Scout around the town until you spot one. The soldiers guarding it won't be happy to see you, so take them out. Once they're dealt with, clear any heat you've attracted and then drive the vehicle to Mario's location to pick him up.

Now, carefully drive the military vehicle to the marked location. The key here is to keep the car in good condition. Once you arrive, you'll need to take out the enemy soldiers waiting there. Doing so will trigger a cutscene.

This is the main part. Just like other escort missions, your grapple will be your best friend. Use it to slow down or even destroy the enemy vehicles trying to attack Mario and Zeno. For the ones you don't destroy with the grapple, aim for their tires with your bullet-based weapons to disable them, then finish them off with your rocket launcher. When you reach the first SAM site, make sure there are no more enemy vehicles on your tail. If you don't deal with them, they'll keep damaging your passengers. Don't stress too much about the SAM site guards; just clear out anyone blocking your path to hacking it, or, if you prefer, just blow the Missile Battery with some GE-64. Keep protecting Mario and Zeno until you reach the safe house.

You're almost there! Just kill off any remaining enemies to complete the mission.