Forrest became involved sometime in late 1866 or early 1867. A common report is that Forrest arrived in Nashville in April 1867 while the Klan was meeting at the Maxwell House Hotel, probably at the encouragement of a state Klan leader, former Confederate general George Gordon.[135] The organization had grown to the point where an experienced commander was needed, and Forrest was well-suited to the role. In Room 10 of the Maxwell, Forrest was sworn in as a member by John W. Morton.[136][137] Brian Steel Wills quotes two KKK members who identified Forrest as a Klan leader.[138] James R. Crowe stated, “After the order grew to large numbers we found it necessary to have someone of large experience to command. We chose General Forrest”.
So the best you've got by way of evidence is a couple of Klan members claiming it....no written evidence and no widespread accounts of this. Did it ever occur to you that the Klan had a motivation to claim Forrest was leading them as a recruitment tool due to his status as a war hero? Forrest denied he was in it, spoke publicly multiple times on behalf of integrating Blacks into society and condemned the KKK's lawlessness.