Timothy McVeigh, the Oklahoma City bomber, was at one time a member of the NRA but he reportedly left because the association was too weak on the issues.
He is the only mass killer or terrorist of whom I am aware that ever had any affiliation with the NRA.
The Oklahoma City bombing was in retaliation for the government’s actions at Ruby Ridge and Waco. President George H.W. Bush resigned his NRA membership following an angry exchange with Wayne LaPierre, who called the government agents at Ruby Ridge “jack-booted thugs.” That’s about the only contemporary connection i know about.