My family and I are traveling from California to Texas by car for a couple of days this weekend. We want to bring our pet parrot (a half moon conure) along with us but we are unsure if this is legally allowed to do so since we will be crossing state borders and will be traveling along the Mexican border. We worry that if we get pulled over by a cop or something, that they will think that we have smuggled the parrot across the Mexican border or something along that line. I do have a couple or receipts stating my name and the aviary contact info or where I bought him from in California. Is that enough proof to ensure safe and legal travel with us? Or are we being overly dramatic about the situation. It shouldn't be any more different/complicated than bringing a pet dog along, right?

Thanks.