I didn't find much evidence of them specifically discriminating against British, German, or French immigrants, but it seems as though the Klan (specifically the second incarnation) was not picky about which immigrants they hated - they hated them all. This hatred of foreigners was not a major part of the original KKK, but evidence suggests that it was present in the second incarnation of the Klan because of the context within which they lived.The 1920s represented a large scale shift from agriculture to industry (generally speaking); this shift ushered in an age of immigration. The Klan was interested in keeping things "One Hundred Percent American" and thus have been called nativist, meaning that they wanted American-born Americans to have increased privileges (if not all the privileges). The Klan also opposed the Catholic and Jewish religions, which some immigrants were a part of.

Essentially, the Klan discriminated against anyone that was a foreigner in the 1920s and therefore, we can conclude that they thought very unfavorably of white immigrants from Western/Northern Europe, or immigrants from anywhere for that matter.

Here is a very brief PBS article on the klan that addresses their anti-immigration attitude on the 1920s.

For more in-depth reading, you can check out One Hundred Percent American by Thomas R. Pegram. Here is a book review that briefly summarizes and critiques the book in case you want to know a bit before reading it.

Hope this answers your question!