Carla,
You're on the right track. The beekeeping club will have some members that collect swarms. Get a list of several of them. Most (perhaps all) will charge for this service; you will probably have to call several before you find a suitable one willing to do the job. There has been on-going concerns (arguments) with the Structural Pest Control Board over beekeepers being legally able to remove a hive from a building. The pest control folks maintain you have to be licensed as a pest controller (a state of Texas license). The other thing I'll mention is IF an exterminator is called, yes, they will probably just want to spray and be done with it. This will leave a big mess behind (in the wall) and the comb/honey will get hot and melt/drip down, attracting fire ants and other undesirables. The hive (comb) really needs to be completely removed and area cleaned and sealed off so no lingering beeswax smells will attract future swarms passing through the area. Hope this helps.