Not sure why you think the state of Texas does not have marketplace insurance. Every one of the 50 states has some version of marketplace insurance available --- it might not have been called "marketplace" but if you had health insurance that was from healthcare.gov, "Affordable Care Act" or "Obamacare" health insurance you will need to enter a 1095A. If you had health insurance through an employer then you will not have a 1095A to enter.