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Yes, Jefferson Davis had no connection with the original KKK, for Jefferson Davis as IN JAIL from 1865 till 1867 and then on bail till 1869, but still subject to a possible treason charge till his death (Davis had taken an oath of Allegiance to the US and then the Confederacy, which was treason). Thus for most of the time the original Klan was active Davis was under some sort of detained, i.e. in Jail or on bail. from the time the KKK was founded till it was dissolved in 1871 by Forrest. Thus Davis had no connection with the KKK because he had no opportunity to have any.
Furthermore one has to understand the three Klans and how their differ from one another. The first was the one associated with Forest and was more a resistance/veterans organization then anything else (And the Southern Army had FOUGHT for slavery so its veterans were racist). The main thrust of the Original Klan was more about who had political control of various southern states as opposed to being mainly Anti-black (Through blacks, who were Republicans at that time, were part of the political fight).
The Second Klan, found in 1905 was a straight racist organization, with a white wash of patriotism. The Second Klan took the name of the Original Klan and emphasized white superiority NOT who control the politics of the South (That had been won by the Whites in 1877 with the end of Reconstruction). This Second Klan developed into a anti-immigrant, anti-Catholic, Anti-Jew and Anti-Black organization. Unlike the first Klan where politics was the # 1 issue, these racist lines were the #1 issue for the Second Klan but with a thick white wash of "pro-Americanism" (whatever that is). This white wash was very effective and fooled a lot of people. For example, Harry S Truman. President of the US 1945-1953, almost joined in the 1920s, till they told him he could NOT hire his ex-Jewish partner nor the Irish Catholic Troops he served with in WWI (Truman later told the Klan that his Jewish ex-partner told him it had to be a Jew Running the Klan, who else would even think of selling a $1 Sheet for $25 membership fee). Justice Black actually joined the Klan in the 1920s that is how popular the Klan was (HE subsequently dropped his membership when its inherent racism became clear). The Second Klan collapsed in the late 1920s (As predicted by William Jennings Bryan who told the Democrats NOT to go embraced them but also do NOT alienate the membership, the membership would see the errors of they ways soon enough and the party that did not insult them would get most of the members), but survived in parts of Rural America till the 1950s (This is the Klan Senator Byrd join, a super patriotic Organization but with strong Racist overtones).
The third Klan came out of the collapse of the Second Klan. The Modern Klan is several different local groups each claiming to be the successor of the Second Klan. Now the groups seem to descend from the Second Klan, but from various parts as the second Klan broke up and dissolved. Those who had joined the Klan for its Positive message joined the Democrats (As Bryan had Predicted). The rest of the Klan just broke up into various mean little groups each using the Klan name but having little if anything to do with the Second Klan except for their racism. The third Klan lost whatever positive image the Second Klan had, instead emphasized racism. In the 1950s the various Klans tried to undo themselves is opposition to the Civil Rights movement. Per member this was the most dangerous Klan (Through the Second Klan probably killed more people, given the Second Klan's much larger membership).
I go into all three Klans for the First Klan was no where near the racist organization that the Second and Third Klans were (and are). The first Klan disliked the Civil War Amendments, but accepted that slavery was no more, what the First Klan fought for was Political Control of the South. This meant dealing with Blacks as Freemen, something even Forest tried to do before his death in 1877, including make amends to the Black community in the 1870s (After the Original Klan had been dissolved).
Forest is interesting, had been a salve dealer before the Civil War, when the War broke out a Southern Politician gave a Speech saying the South was fighting for this and that but NOT Slavery, to which Forest responded (paraphrased) "If we are not fighting for Slavery, why are we fighting?".
Forest formed his own Regiment at the start of the Civil War. This was permitted by the both sides in the Civil War, thus you will NOT hear of a Captain or Major Forest, it was always Colonel, for he was Colonel of his own regiment. While he bought his Colonel ship, his later promotions were all on merit, he was an extremely competent Guerrilla leader (And appears how he used the Klan after the Civil War till he dissolved it in 1871). Anyway. when he formed his regiment he went to his black (Slave) teamsters. He told them if they agree to serve under him, and stay with the Regiment, he would free them and their families. He appears to be the First Commander on either side to do this. Those teamsters knew one thing, Forest always kept his word. They stayed loyal throughout the war. Forest never had the opportunity to free them, for the post Civil War Amendments to the Constitution did it for him, but it shows he knew what Blacks would fight for, and it was not for Slavery. He also Accepted the results of the Civil War, his opposition (via the Klan) was more to preserve local control (i.e White local Control) then racism. This is what differentiates the original Klan (1866-1871) from its later namesakes (1905 till present).
A just a Little history of Forest and the Klan.
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