It looks like I was wrong (didn't realize how many Texas v United States cases there were just about DACA and conflated them) and there was (is?) such a challenge:
https://www.govinfo.gov/content/pkg/USCOURTS-txsd-1_18-cv-00...
States challenged DACA as a violation of the APA and the Take Care clause of the Constitution. The judge argued that it probably was illegal, but denied their request for a preliminary injunction because of all the negative consequences. I haven't been able to find a final ruling on this case, not sure if it has been decided or is still pending.
EDIT: yep, still pending. It was apparently waiting for this Supreme Court ruling before moving forward:
https://www.courtlistener.com/reca/gov.uscourts.txsd.150168/...
So the cart's a bit ahead of the cart I suppose - the Trump administration's rescission was unlawful, but the legaity of the original creation is still not decided.