Oh, boy. It's a lot more complicated than that. An FFL is issued to one address, but learn a lot more about the whole process before even thinking about it.

Because my family is military, we don't have to change our residency.

Yeah, that's wrong. You didn't, but now you do.

You do not have a Texas address. You are not a Texas resident. You should not have a Texas DL or be paying Texas taxes. You should be paying taxes to and have a DL from either Oklahoma, or from the state where your active duty parent is PCS'd.

A member of the Armed Forces on active duty is a resident of the State in which his or her permanent duty station is located, and may satisfy the identification document requirement by presenting his or her military identification card along with official orders showing that his or her permanent duty station is within the State where the licensed premises are located.

That doesn't mean they can still buy a firearm other than a rifle or shotgun in their previous state. They would still need to qualify as a resident, being that state with the intent to make a home. All it does is allow them to purchase a firearm other than a rifle or shotgun in their permanent duty station. It's out of the scope of this post, but this creates interesting quandaries for service members stationed overseas.