Have you been having a lot of rain? Many of my plants do the same thing because they have been over watered, not by me, but by the powers that be. That is pretty much the cause of my yellow leaves and leaf drop, at the same time they have new growth. After the rainy season is over, i let them dry out before watering again. This year i am experimenting with giving the plants with yellow leaves and leaf drop water diluted unsulphured molasses and this has made a notable difference in the milkweed plants, so i'll try it on the Jatropha multifida next. Welcome to the forums @Deinonychus
Looks like either a lack of iron or a nitrogen/manganese deficiency. Is this plant in a container and how much sunlight does it get this time of year? I also live in south Texas and my pepper plants have never had this happen.