“I have been in this country since I was 9, I have been through a lot, and I am American,” said Teresita Miglio, an accountant in her 60s who immigrated from Cuba and attends an evangelical church in Miami where Mr. Trump spoke in January. “Abortion is the litmus test, Jesus is my savior and Trump is my president.”…

Yet one lesson of Arizona — that political identity is often built in the face of persecution — did not bear out in Texas, where over a year ago a gunman killed 22 people in El Paso, the largest anti-Latino attack in modern American history, after the authorities said he wrote a manifesto that echoed much of the president’s language.

Texas didn’t even come close to flipping to the Democrats this year. Roughly 25 to 30 percent of Latino voters nationally have chosen Republican candidates for decades, but many Democrats said they were particularly alarmed by the loss of support in the Rio Grande Valley, where Mr. Biden won some border counties by significantly smaller margins than Hillary Clinton did in 2016.

“More people are waking up,” said Kelly Gonzalez, who attended a Republican election party in Harlingen, in South Texas, with her husband, her 1-year-old daughter and her 7-year-old son, each of them clad in Trump gear from head to toe. In the once reliably left-leaning region, Ms. Gonzalez said her opinion of liberals — particularly young ones — had changed in the last four years. “It’s like, ‘Give me this, give me that,’ and they don’t want to work for it,” she said.