There are signs directing drivers to Interstate 35 East & Interstate 35 West. Odd-numbered Interstate highways run North-South. Even-numbered ones run East-West.
When leaving Dilley Texas, the signage indicates left turn for I-35 West, right turn for I-35 East. I-35 is a north/south route. Also, the sign appears with mileage to Austin, San Antonio and Houston along I-35. Mileage seems approximately right, but I don't think there would be mileage to Houston posted, since you don't get to Houston using I-35. You'd have to switch to I-10 for the majority of the trip. Additionally, the highway crest has the word Texas just above the number in real life.
On the news during the episode, they state they are traveling on I-35 into the Bible Belt going through Arkansas. While I-35 does trend East as it goes North, I-35 does not go as Far East as Arkansas. It's more likely they got on I-40 sooner than was mentioned.
Highway signs in Dilley, TX For I-35 say East or West, but Interstate Highways in the US that go East and West are named with even numbers. Interstate Highways with odd numbers only travel North and South.