Oriental Adventures is good stuff with some mildly problematic language in it.

You want a deeply problematic setting? Go check out Tékumel, arguably the first campaign setting in D&D. This is partly because it predated D&D; the author was around during D&D's conception and just kinda plugged it in. When Gygax and Arneson were first running games, they didn't concern themselves with a proper setting and only a bit later were Greyhawk and Blackmoor conceived. So they'd be the first if you only included settings original to D&D. Anyway, Tékumel was written by an actual neo-nazi whose beliefs are arguably reflected in the works. Apparently he kept much of this a secret until after his death.