Lived in Texas all my life. Don't own a gun, a horse (but my sis has 2), a pair of cowboy boots, or a cowboy hat.
Never had a gun pulled on me, never been robbed (knock on wood), had a house broken in to once but we weren't home, never been involved in a violent crime (knock on wood!).
Oh, I've also traveled to Mexico NUMEROUS times, my parents owned a house in Guadalajara back in the '80's, I've been to islands in the Caribbean on cruises and explored the back country and never felt unsafe or uneasy.
That said, I wouldn't go anywhere if I had the level of anxiety you seem to about the USA and travel. My mental health wouldn't be worth it. Some people are "explorers" and some are "homebodies". Nothing wrong with either.