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.