Somehow I doubt the Supremacy Clause covers Executive Orders?
You are correct. Except that OSHA's yet-to-be-issued Temporary Emergency Standard would be in the nature of a federal regulation adopted pursuant to the federal Occupational Safety and Health Act. If the TES were found to be authorized by the OSH Act, it would have the force and effect of federal law and, under the Supremacy Clause, supersede anything the Texas governor (or Texas legislature) might do.