I have no sympathy for right-wing extremists, but EU countries still operate within the rule of law. You cannot deport people who are member of a legal organization, and I don't think there is enough evidence to declare it a terrorist organization.
But what you say stands out, because there is an easy solution that's not tainted by racism: These people are threatening other people. They form an organization to promote this. We as a society have a tool against that: Law.