By Lizbeth DiazTAPACHULA (Reuters) — Thousands of migrants, detained for months in southern Mexico, formed a new caravan in protest on Sunday to head for the capital to speed up their applications for U.S. asylum.The migrants, mostly Venezuelans, started their march north early in Tapachula, the city bordering Guatemala whose detention centers have been overwhelmed by their vast numbers. Some said they expected to reach Mexico City in about 10 days.Fleeing violence and poverty in Central America, thousands of migrants walk together for safety …