NZ has not really had a radical right party in the same way that many European countries have had for decades. Sometimes New Zealand First is thought of as radical right, but they are generally quite centrist but very populist (and therefore have something in common with the populist right). However, they can move around the spectrum opportunistically, and have arguably been more authoritarian right in this election. The Act party seems to be moving to more of a “radical right” position, even though historically they’re economic libertarians.
There is not much sign of hard fascism, although there are definitely groups trying to promote it. They are pretty marginal, however, even though sometimes they get media attention.
I am not sure where you’re from, but I don’t see any of the main EU countries heading towards actual fascist governments in the immediate future. A few countries have definitely gone radical/far right (Hungary, Poland, Italy), but there is still a big leap from there to fascism. It doesn’t seem like there is a risk of widespread political violence in most EU countries, at least in the immediate future. In places like Hungary and Poland, there is a possible heightened risk of being targeted if you’re from a certain group (e.g. LGBT+), although there’s a risk of that in any country, including NZ. There might be a risk of more isolated political violence, but again that’s true in any country, as we experienced in NZ last year with anti-vaccine protests.
You might want to look at some of the indices that measure and compare countries on this kind of thing (e.g. acleddata.com). They are not sensationalised like the media (including social media) is. Most of them show Europe is very stable and not likely to experience widespread violence anytime soon. The rise of the radical right is definitely worrying, and democratic rights may be eroded. But I wouldn’t think Europe and NZ are in a much different position there in the long run. Yes, our politics have traditionally been centrist, but that can change, and there is definitely an element that might support a radical right agenda.