One would-be 'Fascist Caesar' who imbibed Nietzsche, Spengler and Shaw [and was a friend of Shaw] was the British aristocrat Sir Oswald Mosley.

He gave a lecture in 1935 called 'The Philosophy of Fascism'. I haven't been able to locate a transcript of this, but Griffin quotes from it in his Reader on Fascism [Oxford]. He entitiles his excerpt;'Christ, Nietzsche, and Caesar'.
I can quote a section which is quite revealing;
"In the 19th century, the major intellectual struggle arose from the tremendous impact of Nietzschean thought on the Christian civilisation of 2,000 years.
"That impact was only very slowly realised. Its full implications are only today working themselves out. But turn where you will in modern thought, you find the results of thst struggle for mastery of the mind and spirit of man...
"I am not myself stating the case against Christianity, because I am going to show you how I believe the Nietzschean and the Christian doctrines are capable of synthesis".

Just as Belloc's work understands the world historical importance of Caesar and Christ, so Mosley here recognises the world historical importance of Nietzsche.

From what else is given in the incomplete excerpt, it seems that Mosley envisaged a combination of certain Christian virtues [e.g.,'service'], with Nietzschean ones [e.g., 'virility']. We may say this seems unworkable and factitious.

I contend that Nietzsche's doctrine of Caesarean mastery of the Christ Soul is doctrine enough; Caesar serves no man or god because Caesar IS divine.

Hah!--just as Christ was a God become man, so was Caesar a man become god!

AUT CAESAR AUT NIHIL