IS there an actual neo-nazi underbelly to the Warhammer 40.000 fandom?

[Fyraltari]

Yes. There are nazis in that fandom. In part because when a fandom gets large enough there will eventually be nazis in it, in part because some people don't get the joke and in part because all too often the Imperium, the Emperor and their policies are portrayed as correct for the sake of having likeable protagonists.

Edit: also this universe is fertile ground for nazi dogwhistles.