I'd be surprised if anyone in the 1930s tried to protest Nazism by intercepting the relay on its relatively short trip from Greece to Berlin. (PoppaGator)

This may surprise you:
In 1936, the Youth organisation of the Communist party of Greece called all members to extinguish the flame as a sign of protest. They even promised a prize to the first successful protester without success. There have been protests and demonstration also in Yugoslavia and Czechoslovakia. In Prague, the flame was actually extinguished by protesters for a short time.

Wolfgang