There’s a difference between expressing an idea and making a speech act. Harmful speech acts, including “true threats” in the legal sense (e.g. credible threats of imminent harm, as opposed to expressions of support for policies that would be harmful) and all the other things that you mention may be regulated without impinging on the free exchange of ideas (although one must watch out for attempts to suppress ideas by claiming that they’re speech acts).

I’m not talking about a mob of fascists threatening to attack someone there and then (illegal) or actually attacking (illegal, and cause for justified violence in self-defense). I’m talking about a peaceful march of fascists carrying signs expressing support for national socialism. They get to march.