The Dems are allied with permanent Washington (the bureaucrats, the Intel agencies, etc)
The Republicans are allied with the security forces (military and to a lesser degree law enforcement), but have been too timid to cross the rubicon and undo FDR's authoritarian-bureaucratic revolution by force
So to a first approximation, yes, the deep state is pro-DNC and anti-RNC (although it's a bit more complicated than that)