Wow, no fabric section and they’re a “super” walmart? I can’t recall ever being in a walmart that did not have a fabric section. Normally across from the CDs.
Other options might be Hobby Lobby or Garden Ridge, but I don’t know for sure about those two.
Tulle comes in various mesh sizes and thickness. The standard wedding tulle would be appropriate for head gear, but you might want to go with heavier weight (more durable) tulle for other parts of your outfit. The bridal tulle doesn’t hold up long term when exposed to UV. It’s not as mechanically strong as a typical bee suit mesh either, but it is abundant and it is cheap.