The Feds know all this and are letting It happen, and have done so for years. When they are not out on the land and at home, they meet up in small groups to shoot at ranges, and go through paint ball combat ranges in groups of a dozen or more, bringing their adolescent sons with them to join in the fun.
Sooner or later they will come under the guns of patriotic Americans, shortly after they seize the first public school and hold our kids hostage in return for lists of their demands. They will also recruit and deploy suicide bombers.
If they show up in your neighborhood, the best thing you can do is report them to your local sheriff. Reporting them to DHS may get you into trouble either now or later, as a right wing domestic terrorists. DHS has made a threat policy finding on patriots, but they let the domestic jihadis run where they want
No surprise finding their pro jihadi literature in the Arizona desert. Eventually we will have to hunt them down when the SHTF.Depending on where you live, you may have to eventually defend your home and town against them.
I hate to say it but it’s highly unlikely that I would report anything to the Feds. Too many people have had that backfire on them. Most just get a disinterested, or even snotty, rejection. Like you, I would call the local Sheriff’s office first.