If Texas became it's own nation, it would probably become a cross between Russia and Switzerland. It would quickly develop a highly centralized oligarchy, basically operating off of oil and gas exports, while still having good relationships with it's larger neighbors and have beneficial tax policies.
It would become a great safe place for super rich people to hide money while it's actual population declines economically.
"They" are not.
It's just one dude and that's not going anywhere. It would require agreement of not only New Mexico (which is a non starter) and the federal government, which is equally not going to happen.