I'm not sure why anyone would WANT to go to Texas but I guess some did (If you're from Texas, I'm just kidding and if you're from Oklahoma, you know what I mean!).
The Watie and Bell families were living in North Texas (per Cherokee Cavaliers) and Lt Col R.C. Parks found lodging for his family near Paris is early 1863 (per his day book).
The Indian-Pioneer Papers and the Slave Narratives(WPA Writer's Project) have a number of memoirs of person being on either side of the Red River.
Ken