"Solid Copy" or "Good Copy" is equivalent to "Roger" (Received).
The episode title "Santa Muerte", refers to the "Saint" revered by Cartel members and bandits, who seek "blessings" on their future endeavors.
Break is a radio procedure word which means to pause. It can be viewed almost as a semicolon. It's used to separate two distinct thoughts or messages, whether to the same recipient, or to different recipients.
Break Contact means to retreat from a firefight or skirmish.