Unemployment Insurance Benefits Information
Url above shows the requirements for qualifying for unemployment in Texas. Pretty much anybody who is capable of working can file for unemployment, that doesn't mean that you will be approved though. Unless it was somebody from the Texas Workforce Commission I wouldn't take their advice. Even though you are technically employed still, you still may be able to collect UI benefits due to the reduced hours involved.
If it was anybody other than an individual from the TWC that told you not to file I would go ahead and file. Worst they can do is decline your claim. As long as you fill out your claim correctly and completely you aren't subject to any penalties. (falsifying information willingly or unwillingly could lead to you having criminal charges filed against you)
If somebody from the TWC advised you not to file I would ask to speak to a supervisor and inquire into the reasons you're being told not to file. You don't include a lot of details in your OP so they may have a legitimate reason for informing you not to bother applying.