The ex-Waller police officer was arrested Friday at his residence, where he allegedly operated a private security company.
McCullough is accused of possession of a destructive device, having about 800 feet of detonating cord and electric blasting caps. Investigators say McCullough does not have a license for such items.
He's denied the allegations.
The complaint says a worker at a motorcycle shop in December told the FBI that McCullough started calling himself as a terrorist from Belfast and used a Gaelic name for McCullough.