It’s possible Dylan converted. He was scribbling Orthodox crosses in his notebook although they just as easily could’ve been Celtic.
But one of the leaders of a nearby movement (who hadn’t heard of Dylan) does have a link to Orthodoxy, although possibly not for religious reasons so much:
“A couple of years ago, Heimbach converted to Christian Orthodoxy and has found inspiration in Greek and Eastern European nationalist movements. For his honeymoon last year, he and his wife did a tour of Greece and Eastern Europe, where he spoke to many nationalist parties, including Golden Dawn in Greece. During a meeting with a nationalist group in California earlier this year, he got Alexandr Dugin, an influential Russian political scientist who many say was the driving force behind Putin’s annexation of Crimea, to record a speech titled “To My American Friends in Our Common Struggle.”
“The other groups in the American nationalist movement aren’t thinking internationally,” Heimbach says. “Making connections with our Russian and European counterparts is what will eventually make us successful. Golden Dawn has stood on the same principles forever, and eventually the Greek people came around. And Russia’s our most powerful ally. Look what happened in Syria. The resistance was basically just three dudes and a goat until the U.S. took interest in them. Imagine what could happen to our party when Russia takes interest.”
The article is dated July, 2015.