On a trip to north Texas, we pulled over so I could collect some of the cool rusty red embankment sediment in a jar, and found this odd rock. It appears to be three distinct segments, and is much heavier than it looks. It's approximately 4x4" and nothing similar was found near it.
I feel they are Barite nodules as well based on the description of the weight. Gypsum would be light as would Selenite, those minerals also make a simular formation to the one you have in sands. A lot of Barite reacts to UV light, if you know someone who has a UV lamp or have one yourself give it a shot.