I'm not aware of any state that applies two party consent rules to written communications. As far as I can tell, state wiretap laws only apply to in-person or live voice conversations (like traditional phone calls).
Oregon, for example, is a two party consent state for phone calls but single party consent for electronic communications. Same with Illinois.
Connecticut and Montana don't apply two party rules when the non-recording parties are merely aware that recording is happening, and it seems like a pretty straightforward analysis that everyone knows that the other side keeps text messages on their phone, usually indefinitely.
The nature of email, text messaging, or any other kind of written communication basically makes it impossible to expect the other side not to save a record of the conversation, because that's just how the technology generally works.