Not really. At least not in the past and probably also not in the future if they are already in the country legally. These things a) take a lot of time (especially in Germany) and b) all the right-wing pandering of the current government is relatively new and will probably be moderated drastically by court decisions.

edit: As to your other points - I would argue that stuff like the Böhmermann affair is a good example that free speech more or less works in most parts of Europe. Yes, there were - very old - laws about insulting royalty and heads of state. However, a state-financed comedian was able to push on those issues enough for those paragraphs to be changed/struck (as far as i remember, at least) - and he's still state-financed, still has his head and his freedom and still happily insults important people.

edit2: It's not really correct to state that the phrase "from the river to the sea" is forbidden, specifically. There are no legal means to ban specific phrases on a whim in Germany. There are, however, blanket bans on using phrases/slogans of organisations that are unconstitutional such as terrorist groups. The argument has been made that "from the river to the sea" is a Hamas-slogan but as far as I've kept up with the discussion, there are different legal oppinions on that and there's no final court decision yet.