McAdoo had the support of the Klan in 1924 (primarily because he was strongly pro-Prohibition and because his two main opponents, Al Smith and Oscar Underwood were so unacceptable to the Klan) but was no Klansman. In 1911, he had chaired a national citizen's committee demanding the abrogation of the US-Russia passport treaty on the ground of Russia's limitations on travel rights for American Jews. (IIRC, that was actually what brought him to Wilson's attention.) In 1924 his backers included Catholics like James Riordan and Jews like Bernard Baruch. (Also, as commissioner of the nation's railroads during World War I McAdoo had issued an order dictating that blacks and women working for the railroads should get the same pay as white men for equal work. Admittedly, he may have done this at the behest of the railroad unions, who thought that if the railroads had to pay blacks equally, they just wouldn't hire them. But whatever the motives of McAdoo's equal pay order, it was welcomed by African Americans at the time.) Moreover, McAdoo was not only a supporter of the New Deal domestically but a strong supporter of FDR's foreign policy (which the Klan, or what remained of it, hated) in 1939-41: "In correspondence with Cordell Hull, McAdoo praised the Roosevelt policy of “armed neutrality” that was put into force in 1939, and was even more effusive about the “destroyers for bases” plan that was prominent in 1940.907 In fact, McAdoo suggested that the United States should request bases at Singapore and Hong Kong as well, since the security offered by our Pearl Harbor facility was so questionable!" https://media.proquest.com/media/pq...p/NPDF?_s=IngIylYiVKWGPwRw8wtTG8i8LR4=(Indeed, his fears about Pearl Harbor were quite prescient--he expressed his concerns to FDR as early as 1938!--though they were based partly on the standard Californian doubts about the loyalty of the largely Asian population of Hawaii.)
No doubt McAdoo shared many of the racial prejudices of the South where he was born and (with regard to Asians) of the California where he eventually lived. But he was not a Klansman, and even if he had somehow been elected in 1924--IMO the chances of any Democrat winning that year were negligible--the Klan would still be in decline by the mid-1920's. (After all, in OTL the Klan was perfectly satisfied with the election of Coolidge. And while it is true that the Democratic platform of 1924 did not denounce the Klan by name, neither did the Republicans.')
No doubt McAdoo shared many of the racial prejudices of the South where he was born and (with regard to Asians) of the California where he eventually lived. But he was not a Klansman, and even if he had somehow been elected in 1924--IMO the chances of any Democrat winning that year were negligible--the Klan would still be in decline by the mid-1920's. (After all, in OTL the Klan was perfectly satisfied with the election of Coolidge. And while it is true that the Democratic platform of 1924 did not denounce the Klan by name, neither did the Republicans.')