Elisabeth and Bernhard were rabid nationalists and antisemites long before the NSDAP. They established their vegetarian-antisemitic-'Aryan' colony in Paraguay in 1887, two years before Adolf Hitler was born.

It failed for financial reasons and the rather harsh environment. They ditched the vegetarianism and started selling meat to get some money, spiraling into alcohol and morphine abuse. In 1889 Bernhard killed himself with strychnine, after which Elisabeth started her career as a fake chronicler by writing a book aimed at creating a much nicer and 'Aryan' image of Bernhard and the colony than the truth would have allowed.

As you allude to, Friedrich Nietzsche poured buckets and buckets of abuse over people like his sister and other german nationalists, refusing for the entirety of his life to identify as german, and towards the end of his life he even claimed to be a polish nobleman, free of the tainted blood of the germans.