Having watched the new season, it’s honestly very unlikely a interdimensonal war could even occur. For one, the Nazi portal technology is still early in development, but is getting ungodly amounts of funding by the seasons end after a demonstration.
The problem for the Nazis however is that it’s strongly implied in the finale the portal will never fully work as apparently you can’t travel to other universes unless you are either dead in that other universe, or don’t exist, meaning more than half the people the Nazi’s send will die in the attempt.