Those trying to divine the roots of Stephen K. Bannon’s dark and at times apocalyptic worldview have repeatedly combed over a speech that Mr. Bannon, President Trump’s ideological guru, made in 2014 to a Vatican conference, where he expounded on Islam, populism and capitalism.

But for all the examination of those remarks, a passing reference by Mr. Bannon to an esoteric Italian philosopher has gone little noticed, except perhaps by scholars and followers of the deeply taboo, Nazi-affiliated thinker, Julius Evola.

“The fact that Bannon even knows Evola is significant,” said Mark Sedgwick, a leading scholar of Traditionalists at Aarhus University in Denmark.