discussed Cited "see, e.g." Terrebonne Parish School Board v. Mobil Oil Corp. See, e.g., Martinez v. Texas Department of Criminal Justice, 300 F.3d 567, 574 (5th Cir.) (noting the Circuit’s long established course of refusing, absent extraordinary circumstances, to entertain legal issues raised for the first time on appeal and holding that even some form of an intervening decision doctrine would not excuse the procedural default of failing to raise the claim to the district court), reh'g and reh'g en banc denied, 48 Fed.Appx. 919 (5th Cir.2002); see also Kelly v. Foti, 77 F.3d 819, 823 (5th Cir.) (A party must press an argument in order to preserve it for appeal, plac…