No, I don't believe that the holocaust was FDR's "indelible failure". Anybody that truly believes that FDR could have in any way prevented the Holocaust from occurring, for lack of a better term, delusional. Adolf Hitler was hell-bent on his anti-Semitic rhetoric and following through with actions that matched the rhetoric. While FDR could probably have done better in the way that he handled his foreign policy matters, nothing he could have done would have slowed the determination of Adolf Hitler.
FDR led the fight to defeat fascist Germany in the Second World War. One can easily argue that he did about as much as he could at the time. Besides, it was the Germans who caused the Holocaust. The only way to stop with was utterly defeat them in war.
The Holocaust was not FDR's failure. He had no control of what was going on in Germany, where the Holocaust took place. The only one to blame was Hilter. He hated all Jews, and for that, he tortured men, women and children. FDR faught to help these people, but he was not able to control this. I am sure he did all he could.
I don't know of any evidence that would pin the entire holocaust on FDR. The closest argument I can think of would be the US refusal to take in Jewish refugees, which was an obvious detriment to human rights. It is a far stretch to say FDR was responsible for the entire incident.