While each category would be small, I can think of two:
-A Republican-leaning voter (who likely does not pay a lot of attention to politics) who typically votes Republican down-ballot due to their Republican leanings but is willing to vote Democrat in more high profile races (e.g. Governor or Senate races). Kentucky did this just last night by electing a Democratic governor, but sending Republicans to all other offices. Similarly, MA voters have voted for many Republican Governors, but rarely vote for Republicans for other statewide positions.
-A Republican who used to vote party line for most (if not all) races, but has been turned off by Trump and wanted to send a message by not sending a Trump-backed Republican to office (remember, Hurst was on the ballot for AG in 2015, before Trump was President).
Those are good possibilities. In the case of Madison County, my guess it that it was largely a "favorite son" block of voters for Hurst who are willing to back a moderate democrat.