kids that do these sort of things are often times diagnosed with disorders such as ADD, uni or bipolar depression, personality disorders, oppositional defiant disorder. etc.
therapy could certainly be a good thing for her, but as always be wary of medication and always look out for side effects or worsening behavior. she could end up getting worse if she doesn't get treated, or it could just be a temporary thing.
Change is really difficult on little kids (heck its not easy for adults). The move to Texas was probably hard on her. Then to move back and not have you come with her is even more difficult. So this is not surprising. I would make sure that someone talks to her school and lets her teacher know what is going on. Granted that a teacher is a poor substitute for a parent, but a good, compassionate teacher can make a difference.
If she has the same problem at both places, including trying to run out of school (which is a very extreme thing to do), something is going on that is not specific to the school itself. What were things like when she was in first grade? Has she explained anything about why she is doing what she is doing? Do *you* think it is because you are not with her?