Border states/districts are not as pro-wall as presidential rhetoric might make you think.
The Upshot ( As Trump Sticks With His Wall, His Ratings Stay Stuck in Place) has the following graphic in regards to the midterms and support for a border wall:
What strikes me about the graphic are the border states. First, if there really was a massive crisis on the border, one would expect the border states to be somewhat in sync over this issue. However, those states run the gamut. Second, it is blatantly obvious that partisanship is the real driving variable. CA is heavily Democratic, AZ is becoming purple, and Texas is mostly red, but had a serious blue challenge in 2018 (and we see opposition, a 50-50 split, and support with significant opposition across those three states).
Also in regards to the crisis thesis, if we look at the 2018 mid-terms and border districts, most of them voted Democratic (source: CNN):
Indeed, only Texas 23 went Republican, and then by less than a percentage point (not to mention the district is geographically huge with much of it being hours by car from the border).