I looked at some pictures. Wonder if it could be the California Tortoiseshell Caterpillar/Butterfly. Just a thought, I really don't know, but I do know the Mourning Cloak is the all black fuzzy caterpillar. Hope someone else here knows.

I think there is a Nature Forum here somewhere, and you could ask there too.

Here is a link that might be useful: CA Tortoiseshell

Thanks socks! I looked at both of those, do not think that is it. It is a mystery for sure!!

Note that Cal Tortoiseshell would be very rare for Texas except in high population years.

Well whatever it is it immediately made a cocoon in the little hamper I put it in. So we will see, I will post pics!

If it made a cocoon, then it is a moth of some type.