When a 3 year old throws a tantrum, sensible adults tend to ignore her until she stops. That is the right course to take with pin-headed racists as well. Deny them any attention and their march results in nothing. As it is, a bunch of people create a volatile and target rich environment and one terrorist took advantage.
Racists have every right to speak, publish, and peacefully march, as well as to legally and peacefully bear arms. Your characterization of them as "literal [sic] armed Nazis" implies that merely exercising their 2nd amendment rights while exercising their 1st amendment rights makes their otherwise lawful, peaceful conduct violent or dangerous. Be careful with that because you've admitted that you were also armed while protesting. Were/are you and your associates inherently dangerous or violent?
If I expect there will be trouble somewhere, my first reaction is not to go armed, not to go armed with a bigger crowd or more powerful guns. My first reaction is to avoid the situation entirely. One no more needs to "stand up" to a peaceful march by small minded racists than one needs to "stand up" to a gay pride parade or an Independence Day parade. If one doesn't care to participate or support--and sensible folks do not participate in nor support racists--then one simply stays away for a couple of hours.
