The European far right are not exactly fans of the EU, but on the whole they are much more concerned about immigrants from low-trust Muslim societies than from EU countries (high-trust "Christian" societies)

Yes, immigration is the primary outward goal of the european far right. But the european far right has the common goal of stopping the EU from growing closer. I'd argue the far right is working together in the EU to destabilise it, similar to how other authoritarian countries are working together to destabilise the rest of the world to their advantage. The saying "The enemy of my enemy is my friend" comes to mind.