WHAT CAN I DO IF I FILED A GARNISHMENT OF WAGES IN A N.M. COURT WHICH WAS APPROVED BUT THE GARNISHEE IS IN TX. LIKE THERE NOT COMPLYING

A New Mexico garnishment has no effect anywhere outside of New Mexico.  Presumably, your garnishment was based on a judgment.  You have to get that judgment domesticated in Texas.  Assuming the judgment was not on default, this should not be that difficult.  If it was on default, you will have to commence an action in Texas and demonstrate that the New Mexico court which issued the judgment had jurisdiction over the defendant.