I usually finish up by train but i have rented cars, even U-Haul trucks one-way to get back home after completing a trip.

It is a pretty bike ride from Natchez to McComb, MS. Catch the train there. I would not do the Texarkana route from Natchez and expect to have any fun. I live in Louisiana and also hope to bike to all lower 48 states. I have 35 so far. Guess what I don't have yet. Yep, Texas. Right next door. It's doable, people do it all the time. Never heard of anyone enjoying it. If you don't care about having fun on vacation, go to Texas through Louisiana on your bike.