I know they were on Isle of Palms cause I caught them there when I was a teenager and we used to hang out on the point. My kids caught them there when they were small too. But after Hugo I never saw them again when I was down there. And trust me, I searched. I also never knew how they got there. But this article (2012) says probably during WWII. Seems they are back too.

Texas horned lizard re-establishes on Sullivan’s Island