No, not really. It’s not that deep:
Daphne: sees klansmen
Daphne: knows they’re racist, murderous pieces of shit
Daphne: shoots them dead
Daphne, tongue in cheek: “oops, it isn’t a ghost”
END.
That’s it, that’s literally what this is. You’re overanalyzing something very obviously intended to be anti kkk.
North Korea can shut the fuck up and just focus on sending their poop balloons while starving to death in misery. The end.