Keep in mind that by the time of the New Deal, the American working class outside the South was heavily Catholic, and that non-Southern Protestants (particularly in cities) were disproportionately (though certainly not exclusively) middle-class.
Also, remember that a lot of working-class white Protestants outside the South were of Southern (broadly defined) or border state extraction, so while they were not as heavily Democratic as those in the Solid South, I suspect that a lot of them had longstanding Democratic loyalties (not just because of their social class, either...)
But yes, working class white Protestants outside of the South were significantly less Democratic than the rest of the working class white electorate (especially Catholics, Jews, etc.).
True, recent okie migrants or other southerners who had migrated north for work. One demographic though I guess which isn't really as significant I guess are those like Archie Bunker who tended to be the descendants of nativists in New York and Boston and I guess old Yankee types from rural New England and perhaps the rural Midwest.