It doesn't make sense. The two that I'm thinking of are Knut Hamsun of Norway and Yukio Mishima of Japan. Both were nihilistic in their writings, both were also nationalists to the point of outright fascism. I know that in Hamsun's case some of it was a complete hatred of liberalism, but that doesn't go to explain all of it.
I like both of them. Their writings are very enjoyable to read, and it's not because they're celebrating the virtues of Norway or of Japan but because the people they talk about are always marginalized misfits, sometimes very fucked up (a relative term to be sure), who have turned against society. So how is it that people who celebrate folks who are alienated and marginalized, and who have a nihilistic view on life, can go forward and celebrate the conservatism of mainstream society? Mishima is a great example of this; if you only see or read his statements about the Japanese Samurai tradition you might think that he was just a militaristic author, but in fact the people who he celebrates are often either outcasts from society or folks who were part of mainstream society but have turned against it in some way. It's the anti-thesis to the sort of Japanese conservatism that he portrayed in his public life.
It seems treasonous to the whole idea of nihilistic beliefs, to coin a term, to suddenly embrace the enemy like that. Hamsun may have hated liberals but why locate the ideal people in ultra-conservative farmers outside of cities? They'd have strung Hamsun up if he had wandered into their village without being a famous writer. Same thing with the Japanese conservatives and Mishima's homosexuality and his celebration of violence for violence' sake. Although Mishima's sympathies were with the aristocracy, it's hard to believe that they would have accepted someone like that as their representative.
This does not mean that nihilism and right wing beliefs are necessarily completely in conflict. Celine is a good example of a consistent nihilist who was also an ultra-rightist. Celine was a person who was completely and totally alienated from society, who had contempt for most sectors of society and all ideologies, but who chose to put the accent of his hatred on traditional right wing subjects like jews and liberalism instead of on, say, rich people and folks who actually control things. In fact, his all around hatred of things was so much that at first people suspected his large anti-semitic diatribe, "Bagatelles pour un massacre" to be an over the top farce, not something that he actually believed in. Reportedly (because it isn't available in English), according to his biographer Frederic Vidoux, Celine condemned Louis XIV among other people as being a secret jew. But Celine wouldn't let up, and in fact wrote another book that praised Hitler as the only savior of Europe from Communism that was pulled from the shelves after only a week because of the impending World War.
Celine, though, for all of the vitriol contained in these two books, nevertheless did not collaborate when the Nazis occupied Paris, instead preferring to keep his head down and work at his medical practice. He followed the Nazis out to the supposed Vichy French government in exile in order to save his own skin, not because of ideological commitment.
So at least, you could say, Celine was a nihilist who though possessed of beliefs that were over the top and somewhat crazy, nonetheless didn't attempt to ingratiate himself with the conservative core of French society.
But it still sheds no light on the others. Maybe Gabrielle D'Annunzio's work could lift the veil on the question a little bit. Unfortunately D'Annunzio is completely out of print in English. I have a book of romantic short stories he wrote, but that's about it. There's a book of his I looked through in a library called "The Flame" that probably addresses his belief in both nihilism and fascism, but I've ordered enough used books that are practically falling apart for a while.
It seems to me that these folks couldn't have actually related to the people who they exalted as more than abstractions who fit their own personal philosophies. But then the people who they related to abstractly took up their ideas for themselves, with the consequences that we're all familiar with. It seems an awful price for society to pay for a person's literary-philosophical ideas that they themselves may not even have been serious about.