rtschl wrote: ↑Wed May 29, 2019 10:24 am IANAL... I wouldn't "fight it". I would just keep quiet. If you let them know that Texas law prohibits them from terminating you for having a weapon in your vehicle, they might state a different reason for the termination. If they are as anti-gun as you state, I would fear they might find a reason to terminate you for bringing it to their attention because they will assume you have a weapon in your vehicle. As stated above they could just let you go for no reason since Texas is an at will state.
I do hope you kept a copy of the sheet you signed. I agree with Soccerdad1995 that they have given you possible evidence of wrongful termination if they do find you have a weapon and subsequently terminate you.
Loose lips sink ships. 
Unless your employer meets one of the loopholes in the law, or you're a prohibited person, you're not breaking the law by having a firearm in your vehicle. However, Texas employment is at will, both in black letter law and in practice. Unless you have a written employment contract or work subject to a collective bargaining agreement, the best option is to keep quiet about owning guns, much less having one in your personally owned vehicle. If you speak up, they can easily find a legal reason to stop employing you.
However, if you keep quiet, and they search your vehicle, and they find a firearm, and they're stupid enough to fire you over that policy violation... they may also be stupid enough to admit in writing that's why they're firing you. In that situation, you may have the makings of a case to let you retire early, quite comfortably. Don't ruin that chance by "educating them" so they know to lie about the reason they fired you.