I fly MEX-DFW-OKC often and I am able to use the 6PM MEX-DFW flight that arrives around 9 pm since there is a 10:30 PM DFW-OKC flight. If the flight is early and there is not a long wait at Immigration or security, I have been able to standby and make it on the 9:40 DFW-OKC flight. I think there is a 90 MCT, so I assume there is no 10:30 PM or later DFW-MSY flight, making the 6pm flight unworkable in your case.