I think that Paradox has rules about what can be in HOI4 mods, because they don't want to let neo-Nazis get high on fantasies of being Hitler and wiping out Judaism. That said, it's heavily implied that the Vozhd kills a lot of people on purpose, that the Sorellians are outright Commie Nazis, and ol' Hermann is running a cartoonishly evil regime in Africa, at a minimum, in KR. It's kind of a messy world just like OTL with plenty of bastards.
At least the Integralists are anti-racist and abhor genocide, even though they're also totalitarian, anti-democratic, and fanatically anti-socialist. Those dudes are...surprisingly chill fascists.