The airport from which you're departing Mexico doesn't matter, since if you don't have the departure form portion of a paper FMM issued at arrival you won't be able to give it to them when you leave. My belief is that currently all airports and marine ports through which you enter Mexico use the online FMM.
Land crossings currently still require a paper FMM, but you can
complete it online and print it. If you leave the 20 Km border zone you'll need to go to INM and get one.
It turns out that foreigners still do have an FMM issued on arrival. It's just electronic-only and you don't have to keep track of it except in unusual circumstances. There's
a website on which you can check your FMM (for example, if you want to confirm the information on it). For tourists, the number of days permitted in the country is written in the entry border stamp in your passport, so you shouldn't need to check your electronic FMM for that.
Resident foreigners do still need to register departures from the country by stopping at INM at the airport, but they do not need to fill out an FMM first. Note that the Cozumel INM office has moved to within the departures area and that the window is not staffed. You have to phone to get an INM officer, so allow time for this in your departure planning.
You can complete the
customs form online up to 3 days ahead of time and print it out. For Cozumel the "Aduana de ingreso" is "Cancún" and the "Punto de revisión" is "Al de Cozumel". My experience with this has been that they've just directed me to the inspection area without pressing the green/red button, so I resumed filling them out by hand on the plane.