When Conan Doyle wrote his story (1891) the Klan was in a relatively dormant period after its excesses of the late 1860s-early 1870s. It wasn’t until 1915 that it started making a comeback. I have no idea where he got the idea of orange pips or other warning devices. The idea that a Klan assassin(s) would travel to England to eliminate a perceived threat seems fanciful at best.
By 1891 Reconstruction was dead and the Klan, while relatively inactive, had a positive reputation in those parts of the South where it had been active. It’s hard to believe that decades-old, supposedly incriminating papers held by a ex-Klan officer would’ve posed a mortal threat to anyone. I don’t even know of any modern instances where people who infiltrated the Klan (such as Stetson Kennedy) were murdered in retribution.
Conan Doyle wrote great stories, but his knowledge of America left something to be desired. Another example is “The Valley of Fear”, which gave readers the impression that miners’ unions were criminal gangs out to extort money from honest, hard-working mine officials.
The Klan gave up the ghost back in the 1870s when the federal government broke its back and had been long dead by the 1890s.
The most elaborate warning I can think of is cross burning but that came from the 2nd incarnation of the Klan in the early 20th century. I can’t ever recall hearing of orange seends or oak leaves though.
A quick look through contemporary literature doesn’t say anything about the Klan or anyone else using orange pips to send a warning. But there is a distressingly large number of medical articles about intestinal blockage cause by orange seeds. Maybe the physician Doyle remembered the detail from one of these.
Remind me not to swallow the seeds from any non=-seedless oranges I eat.