Personally I think Dalí's politics are a bit hard to suss out because he lived his whole life as a sort of performance art, and it's not clear which if any of his public statements were intended sincerely.
Whereas Borges was an open and sometimes strident supporter of authoritarian governments. He proudly accepted awards from the brutal dictators of his own and neighboring countries, and helped to whitewash their images abroad. He wrote an open latter praising Nixon's bombing of Cambodia. When the Mexican government killed hundreds of student protesters in 1968, he sent a telegram of support--to the government.
The only positive thing you can say about his politics is that he was anti-fascist and supported the Allies in WWII, which was by no means a universally popular opinion in Argentina. But it's pretty clear this had little or nothing to do with political ideology, and was more that he thought English culture was superior to German culture.
As for whether it "comes up" in his writing...outside of a few political asides, the main influence is probably representation. Here is a guy who wrote dozens of stories and pretty much never reused a character, and as far as I know he wrote exactly one female protagonist, Emma Zunz. Who false accuses a man of sexual assault. (The man is in fact a bad guy and she is portrayed positively, but still. Not a great look.)