What was the general attitude of native-born white Americans towards immigrants, foreign ideas and non-whites during the 1920s.
Although this is, of course, a broad generalization, we can say that most native-born whites held fairly conservative attitudes with respect to the groups which you mention here.
During the 1920s, many native-born whites changed their ways very significantly. This was, after all, the Jazz Age, and it was largely native-born whites who were the flappers and other people who were eager to sample new ways of life during this time. However, their liberalism and desire for new and different things did not generally extend to their attitudes about people who were not native-born whites. This was an era when people were becoming increasingly intolerant of immigrants. The KKK had a resurgence during this time, largely as an anti-immigrant, anti-Catholic, and anti-Jewish organization in the North. In the South, this was a time when lynchings were fairly common.
The 1920s were a time of great change. Attitudes towards many things became more liberalized. However, attitudes towards people and ideas that were not native-born and white did not really liberalize. This was still a time when native-born whites typically thought that they were the true Americans.