Forrest was quite active in the Democrat party in Tennessee, especially in the run-up to the war. He helped sponsor Yancy to speak in Mississippi, who was a fire-eater, and others with that viewpoint but personally did not agree with secession. That, he believed, would bring on with the Union - as it did. (He was in the handkerchief mop for blood spilled category - punch 'em in the nose and they'll leave us alone. He was wrong!) He instead favored those who wished a
legal showdown with the federal government, particularly over outlawing the import of African slaves. Very strong on states' rights. In a nutshell, Forrest was a Jacksonian Democrat. Forrest supported Davis and considered him the best option available for the job at hand. He probably would have considered him too middle-of-the-road, however, for the long term. Although Forrest was definitely not a fire-eater he felt the time for moderation and political maneuvering had passed.
Post-war, he remained a staunch Democrat and worked very much with the party throughout the South.
@Pat Young has put up some great threads about the 1868 Democrat convention and other Reconstruction matters. At that time the klan was dominant in many areas of the Democrat party and therefore quite influential. Forrest's views changed over the years and became much more conciliatory than combative, but he remained a Democrat and a true blue (or grey!) Southern nationalist.