Pre-WW2, still no death squads. These are examples of invasions, government crackdowns, state security forces operating in the open. All things you expect from a totalitarian regime.
US sponsored death squads murdering nuns, priests, journalists, students, and academics, in the 1970's and 80's, is something entirely different.
I wish I had more time to detail it all down without replying in kind and not resorting to wordplay answers like "Pre-WW2, yes death squads.". So, a few sad pre-WW2 examples, all involving "death squads", most during the Lenin's reign:
Execution of the tzar family incl. children and servants in 1918 by a death squad without any trial, as ordered directly by Lenin.
The Red Terror in 1917-1922 with at least 100,000-200,000 dead, a lot of them executed by Cheka death squads etc.
Creation of the Hungarian Soviet Republic as orchestrated by Lenin, and the terror groups (= death squads) like “Lenin Boys” executing “counter-revolutionaries” without trial.
Tambov Rebellion during 1920–1921 with approx. 15,000 shot in the aftermath of the uprising, without trials, by death squads.
Lenin’s now famous 1918 telegrams to publicly execute (no trials, so death squads) Mensheviks, peasants and others in Nizhny Novgorod and peasants in Penza and other such terror tactics.
Red Army raids on (not only) anarchists in Ukraine 1918-1920 incl. mass executions (by death squads).
Kronstadt rebellion in 1921 (lead by socialists calling for “free elections to soviets and an end to food requisitioning”) with most rebels either mass executed by death squads or sent to concentration camps afterwards.
St. Nedelya church terror attack in 1925 Bulgaria as directed by Soviet military intelligence officers with approx. 200 dead.
NKVD murders during Spanish Civil War (incl. A. Nin, M. Rein, and J. Robles, all socialists opposing the Soviets), NKVD-orchestrated mass executions of soldiers, civilians and priests during the Siege of Madrid (see Paracuellos massacres) with purposeful downing of the Red Cross aircraft by Soviet pilots to prevent the RC envoy delivering a report of the massacre. Death squads.
The famines in 1921-22 (not only natural causes but food requisitioning, export of grain abroad) and 1932-1933 in Ukraine (direct result of collectivization policies, some even say purposeful genocide by Stalin) etc. with millions dead. One can go on and on.
You would have no social safety nets without public programs. All of those programs are collectively owned by the taxpayer. None of them are capitalist.
Democracy provides no guarantees a government will care for its people.
Universal healthcare, public schools, public transport, public roads, social housing, state run telecom/radio/tv... are all examples of collective ownership entirely compatible with capitalism. You can find all these in a long list of socially responsible countries with strong socialist cultures and socialist political parties. None of them are totalitarian.
Again, you are mixing social welfare (a normal part of modern democtratic capitalist states, welfare states) with socialism which (mostly) strives for "collective ownership of the means of production", i.e. large-scale collectivization. Even ancient Rome had public roads. And even fixed prices on food for the poor (a populist move, later even surpassed by the free grain policy of Claudius, much later this also inlcuded salt, oil and meat). Together with slave labor and excessive taxation one of the factors that contributed to the fall of Rome. Social security on a large scale was implemented by Imperial Germany under Bismarck's (definitely a right-wing politician) government in 1889. Social welfare is provided from tax revenues, with state ownership of roads, schools etc. I won't react on your comment re:democracy, the benefits are obvious. Capitalism is not in opposition to sustainable social welfare.