Neo-Nazi protesters have previously rallied outside parliaments in Melbourne and Sydney. Photo: James Ross/AAP PHOTOS

Two female MPs abused online by far-right extremists say they will not be silenced as police defend not breaking up a neo-Nazi rally outside a state parliament.

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Federal independent MP Allegra Spender and state Liberal MP Kellie Sloane have referred several inflammatory, misogynistic and violent threats directed towards them to police.

The politicians' overlapping electorates in eastern Sydney include large Jewish populations.

The threats followed their condemnation

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