The nazis commissioned, or at least later came to use a large gold cauldron for what is thought to have been used in rituals. Weighing around 10.5kg, 50cm across and 30cm high, the cauldron was based on the Gundestrup cauldron - an Iron Age Celtic artifact found in Denmark.
The nazi cauldron was found at the bottom of Chiemsee, a Bavarian lake. It's generally referred to as the Chiemsee cauldron.
Himmler used imagery from King Arthur in his mystical rites such as his round table at Wewelsburg Castle and the twelve knights - SS men who were part of the order.
Though this was more likely due to the mediƦval love of Arthurian romance which produced one of the most famous German stories called Parzival than a direct Celtic connection.
The nazis were certainly keen to form alliances with Celtic people such as the Irish and the Bretons. The Irish remained neutral during the war though but the Breton nationalists collaborated with the nazis in return for greater cultural autonomy.
The prevailing philosophy was that Germanic culture was the wellspring of European civilisation and much effort was put into proving that ancient people were Germanic or ancestors of Germans. This included ancient Greece where the nordicist theory (which some still believe in) stated that nordic people invaded Greece in ancient times and imposed their ways leading to the culture of the ancient Greeks. That later invasions by Huns, Turks etc then diluted the Greeks to give the modern population.
I had a Classical Studies teacher at secondary school who pretty much stated this - that the modern Greeks are not the same people as the people who fought Xerxes, Alexander, who gave us Sophocles, Aristotle. The Celts most certainly would have been seen as Germanic or proto-Germanic, especially the people from find sites like La Tene in Switzerland and Halstatt in Austria.
Nazi racial theory wasn't an exact science and whether someone was racially acceptable or not often had as much to do with politics than with actual racial origin. The Slavic people being a good example. Slavs were seen as inferior at least from a cultural viewpoint but Germanising them was seen as important so there was a programme to find the most nordic looking children and bring them up as Germans as blond Slavs were obviously originally Germans anyway.