I think that Galven has been a criminal business man for many years. The offiicials in Mexico just do business with whoever they had to do business with and they includes some criminals like Galven, however, Marco has avoided it, because he didn't want to have to do favors, look the other way, etc. Still, he knows about the guy and leaves him alone.
Then last season when the girl was kidnapped and the abductor was demanding this big ramsom, Galven showed up to see Marco with a big bag of cash and donated it. It was in his financial interest to get the girl rescued so his business could continue. Marco hestitated, but took it and convinced the Feds to accept it. Still, it wasn't Marco who benefitted from the money. I can't recall if he gave the money back to Galven or not. He didn't keep it for himself though.
That takes us to the finale where Marco now needs this criminal to help him and he doesn't care about the repercussions.