The KKK was generally an anti-communist organization. The Klan (sometimes called the Second Klan) had declined in prominence in America by the time of the serious rise of fascism in Europe. The Klan had a renaissance in the 1910s following the release of “Birth of a Nation” and through the mid-1920s so I’ve honestly never come across much about the Klan’s response to these two events. Anti-Mask laws and other measures helped drive the Klan back underground to some extent after its renaissance. A rapid decline began in the late 1920s. The Klan was no longer a prominent organization such that its leaders views were cared about on a local or national scale by 1930.

Edit: by calling it an organization I do not mean to give its views credence. It is just the best descriptor under the rules of the forum.