All they should want is the tranny but do you think they're gonna pull it? I'm sure they'd let you pay the shop to do it but its easier to transport a car than it is a transmission. Well, to a cop it is. Tow truck vs. lugging it around. I digress.
More than likely the shop in TX bought a hot tranny and didn't know it and put it in. However, its been said earlier that there are shops in Dallas/Houston boosting parts when they "repair" cars. I would hope the previous owner wouldn't have to take out a clean tranny and install a stolen one in such a short time frame. I'd try to put it all on the shop. Knowingly or unwittingly it surely looks as if they have caused you a MAJOR amount of BS.
The burdon of proof is own the police to show you knew the tranny was hot; at least beyond a reasonable doubt. Possessing it is bad. Having a reciept showing the tranny was put in prior to you owning it is good. The coup de gras would be if the treanny serial number is on the invoice from the TX shop. I'd say that would pull your ass outta the frying pan.
My .02