Question regarding UCW

Garland, Texas/ Right after my college, I was accepted by 2 graduate schools in Denton, TX and Memphis, TN. Decided to drive to Denton to visit the school. Right after the morning visit, decided to move to Memphis instead. Car loaded with items. Cop stopped me on highway 30 heading towards memphis. I kept a kid baseball bat under my car seat as I was traveling from Iowa to Texas and thinking I may have to sleep at rest areas. I shown him the documents from schools. Cop searched my car and arrested me for UCW charge. He arested me right after I told him that I kept the bat under my seat for protection since I may sleep in rest areas. Now after 3 years record still stay in my background check. The police never pursue any charge. What am I missing here? Do I have the right to sue the station and ask for lawyers fees and expungement fees. I heard that it would costs me another $2000 to get the expungement. The lowest point in my life, never commited any crime. Recently I read this

"The provisions of Section 46.02 of this code do not apply to a person;

n the actual discharge of his official duties as a member of the armed forces or national guard or a guard employed by a penal institution;

on his own premises or premises under his control unless he is an employee or agent of the owner and his primary responsibility is to act in the capacity of a private security guard to protect person or property, in which event he must comply with subdivision (5) of this section;

traveling;
"

Thanks in advance