I never said it was officially an arm.
The kkk was developed by Gordon, joined by Forrest, who were Confederate Democrats, in 1866. The klan became the terrorist arm of the democrat party. Yes, it wasn't build from the Democrat party headquarters but acted in the party's interest. So the party itself didn't start it but top ranked democrat members did.
The kkk went through different phases, with democrats, republicans and even some blacks in it, so it's complicated. They are also irrelevant unless to try to smear someone with.