Can't say much about the legal aspect of buying in TX (I bought my 870 at KTP in Maine and did an FA-10 in MA).
I did fly to Texas in February, with a bone collector case containing my AR-15, a 1911, and ammo. I had a connection in DFW to get to Lubbock. My guns did not arrive on my plane when I landed in Lubbock. I about went nutso. The guns arrived on the next flight, and arrived where I was about six hours later. I was not happy. For the life of me, I could not grasp how they could NOT put a gun on the same plane as the owner. And what if it was the other way around? Would the "delivery driver" have been legally allowed to take possession of my firearms, cased or not, in MA? Or would they need someone with an LTC-A to deliver an AR-15?
Coming home was no problem. rifle case came out with the rest of the luggage at the carousel at Logan.