I have no clue which bees these were, because we have alfalfa bees, leafcutter bees and dirt-digger species. The one that briefly intrudes was greyer than the one wallowing in the flower.

There's a lot of bare dirt nearby for them to burrow into, and a lot of stems with holes for other nests.

About half the bees I see in my yard are natives.

Here is a link that might be useful: Sonoran Desert Native Bees Video