I would tell her to be careful, but give her, and him, the benefit of the doubt. You can't force someone to change, but you can educate them and encourage them to be reflective. If she did manage to broaden his horizons, then she's done a good thing for the world, even if they didn't continue their relationship. No harm done, and something gained.

So long as she was aware that she wasn't responsible for his actions, and didn't blame herself for his choices, I would leave her alone. I would, however, be available to her and be ready to help if she ended up in any kind of an abusive or dangerous situation. White supremacists often have strict views of male-female interactions, and his friends might not be too happy about a "race mixer" associating with their group. Some white supremacists actually have more hatred for non-racists whites than they do for other races (their thought is that you can't "blame" a black for being black, but you can blame a white person for not being racist). I would be more worried about the guy's friends than the guy himself.

I would watch her closely, because it's more likely, he'll change her. Those people can twist your mind in so many knots, you don't even know who you are anymore. I would not allow him in my house or even on my property. Having grown up in the South, I've seen enough of this for the rest of my life.

I'd feel it's her life so she can date who ever she wants, but I'd tell her not to hope too much for a change of his bigoted heart. That attitude is pretty much ingrained into his psyche. We can't change others--we can only change ourselves.

A rhetorical question: Why is it that us women choose a man so we can change him, instead of choosing one who's already like we want?

I would tell them they are wasting their time trying to change an idiot. Do not bring the idiot to my house and if they change you then you shouldn't bother coming either.