By Ginger Gibson and Michelle Conlin

(Reuters) - Republican presidential candidate Donald Trump's effort to clarify his position on illegal immigration during visits to both sides of the U.S.-Mexico frontier on Wednesday did little to sway moderate Republicans near the border, a dozen voters in Arizona told Reuters on Thursday.

They were either unaware of his whirlwind tour or found that his uncharacteristically diplomatic demeanor during a visit with Mexican President Enrique Pena Nieto in Mexico City was overshadowed by his return to his usual fiery rhetoric when back on U.S. soil a few hours later.

"I hope that he does really, in his heart, have a little more compassion than what he spouts out," said Dave Mitchell, 58, of Surprise, Arizona, a self-described moderate who says he is begrudgingly planning to vote for Trump.

Arizona, a reliably Republican state in past elections, could prove to be a close race in the battle between Trump and Democratic rival Hillary Clinton. The Reuters/Ipsos States of the Nation project, which is based on a national online opinion poll, found Trump leading Clinton by only 3 percentage points in the state as of Aug. 26.

Trump's last-minute visit on Wednesday to Mexico was designed to appeal to moderate voters, including those most affected by illegal immigration, who are worried that the real estate mogul and former reality TV star lacks the temperament to engage in international diplomacy.

Pena Nieto had on Wednesday afternoon hailed the impromptu meeting with Trump as "open and constructive." Trump later referred to the Mexican leader as his friend and a "wonderful" president.

But only hours after leaving Mexico, Trump delivered a speech in Phoenix, Arizona, in which he again emphasized his desire to build a wall along the southern border and deport millions of people who had entered the United States illegally.

Pena Nieto later rebuked Trump as a threat to his country.

Trump launched his campaign last year on a promise to build a wall along the Mexican border to stop illegal immigration, and accused Mexico of sending rapists and drug dealers into the United States.

Clinton's campaign announced on Wednesday night it would begin running TV commercials in Arizona, a sign it sees a chance of winning there on Nov. 8.

TONE PROBLEM

For many moderate Republicans in Arizona, Trump's efforts on Wednesday fell flat.

Linda Yaeger, a 62-year-old retired Air Force officer who teaches at a community college in Glendale, said she watched Trump’s appearance in Mexico on her tablet between classes. She said she had hoped Trump would take a more moderate tone after the meeting with the Mexican president, but was disappointed by his speech later that day in her home state.

"Being a moderate Republican means (being) an endangered species right now," Yaeger said, explaining that she felt the party had moved too far to the right.

Lois Pidde, 70, an office manager in Casa Grande, said she agreed with Trump that immigration is a problem, but opposed his proposed solutions, such as the need for a border wall or a suspension of Muslim immigration to shore up national security.

"I used to be able to turn him off when he was on 'The Apprentice' and I’d like to keep it that way," she said, referring to Trump's reality TV show. She said she was likely to vote for New Mexico Governor Gary Johnson, the Libertarian candidate.

Josh Jensen, 35, a Border Patrol agent from southeastern Arizona, said he thinks Trump’s plan to build a wall is ill-conceived and is voting for Johnson too.

"I was thinking maybe Hillary over Trump,” Jensen said. “But I can’t vote for either one of the two candidates."

April Chase, 58, of Arizona, was aware of Trump's trip to Mexico but did not watch it. A moderate Republican, she plans to write in U.S. Senator Bernie Sanders of Vermont - who lost the Democratic primary campaign to Clinton. She said she felt Trump was dishonest, "so I kind of steered away from that."

(Reporting by Ginger Gibson and Alana Wise in Washington, and Michelle Conlin, Chris Kahn and Grant Smith in New York; Editing by Jonathan Oatis)