"Must I file a State Business Return (for Texas) on my wife's Complex Trust for 2018 and, if so, why?"
Texas does not have an individual state income tax nor does the state have an actual income tax for trusts. However, the state does have a franchise tax you may have to file unless the trust is a grantor type trust.
See https://comptroller.texas.gov/taxes/franchise/forms/2019-franchise.php
