I'm not really sure either, I think it's either trying to say that furries and/or femboys are neo-nazis or that most neo-nazis are closeted femboys and/or furries.
I thought, without context, that the punchline of the comic was just pointing out the internet is a strange place and federal agents fighting hate crimes must do increasingly weird stuff to do their job.
Unfortunately the creator of this comic is a holocaust denier. One of his comic references RNG to come up with holocaust death tolls. I think this comic was just made to make fun of people fighting hate crimes, or to imply non-heteronormative people are neo-Nazis.