As long as you meet the residency requirement (living in Dallas at least 3 months prior to your filing date) then you are fine. Your priority date will always be the date on your first receipt. Once you file AR-11 (and you should also update the address on your online account if you filed online), USCIS will update your address and the new zip code will trigger a jurisdiction transfer of your file. Your case status will show “we transferred your case to another jurisdiction...” (not verbatim, but along that line).
Your priority date will then get in line chronologically with all other applicants who are under St. Louis jurisdiction. You will not have to get back in the line. Moving does not affect your priority date.
I filed in Boston, MA in May and got transferred by the same employer to Tampa, FL a month later. I filed AR-11 and a week later I got an interview appointment scheduled for August 12. One of my friends lives in Tampa and filed a week before me, and we both got the same interview date. So I can confirm that moving does not put you all the way back in line.
Yess reacted to GBOS in Change of Address effect on pending n-400 application