How is Friedrich Nietzsche connected with modernism?

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On the one hand, Nietzsche would have been horrified by the idea that he would be received as a "modernist." He was a classicist by training and many of his most important works express a desire for returning to the ideas of classical paganism, which he identifies with individualism and the opposite of suffocating Christian mores. But on the other hand, Nietzsche's embrace of the irrational over rationalism (the "Dionysian" over the "Apollonian") in many ways anticipated the position taken by disillusioned European intellectuals in the early twentieth century. They, like Nietzsche, rejected Christian morality, and other aspects of Western thought, which they saw as confining and ultimately counterproductive. Nietzsche would be cited as an influence by such quintessentially modernist thinkers as existentialist Jean-Paul Sartre, post-structuralist Michel Foucault, and Sigmund Freud.  More generally, Nietzsche has been viewed as an inspiration by non-conformists, especially those opposed to intellectual strictures. As Foucault said in a famous interview:

Nietzsche was a revelation to me. I felt that there was someone quite different from what I had been taught. I read him with a great passion and broke with my life, left my job in the asylum, left France: I had the feeling I had been trapped. Through Nietzsche, I had become a stranger to all that.