So if I'm reading https://www.sos.state.tx.us/elections/laws/advisory2020-05.shtml correctly, it looks like everyone's party affiliation expired on December 31st going by:
If I have voted for one party in a prior calendar year, do I have to vote in the same party’s primary this year? No. A voter’s party affiliation ends at the end of each calendar year. Affiliation with a party in a prior year does not affect what primary an unaffiliated voter can vote in this year. (§162.010)
Is that understanding correct, or do the Texas Pedes need to do anything different to leave the Republican Party?
Ehh in Texas the party system is pretty much open. You can vote in either primary you want to as normally you just declare party at the time of the primary vote. Your voter registration card has no party affiliation tied to it until you vote in the primary. Then what they do is usually to stamp it with a "D" or an "R" so you can cast your vote and then caucus with that party.
I'm a registered Republican. I've always voted for whom I lie. Never voted in primary.
lie = like