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I just bought a Kroot army, please don't tell me that I have to put my Ethereal all by himself at the the start of the game because of "An Independent Character without the Infiltrate special rule cannot join a unit of Infiltrators during deployment."

You may put the Ethereal with a Kroot squad, but the unit may not have Infiltrated.

Alternatively, the unit (with attached Ethereal) may Outflank.

But basically, a model without Infiltrate cannot deploy outside your deployment zone. (Also Scout, but that's a different question.) If the Ethereal doesn't have Infiltrate, then he has to start the game in Reserve or in your zone. How he moves onto the table from Reserve can be affected by the squad he has joined.

There is a lot of debate over what it might mean by the word infiltrators.

On one side we have those that believe infiltrators means any unit with the infiltration special rule. Under this interpretation you can not have the independent character join the squad with infiltration at any point during deployment. This would also mean placing the unit into reserves, either because it is done during the deployment stage or because you would be deploying with infiltrators when coming out of reserves. This effectively means the independent character without the infiltrate rule will never be able to join, even for the purpose of outflanking.

The other side believes the word infiltrators is referring to the specific phase of deployment known as deploying infiltrators and redeploying scouts. Under this interpretation you are still forbidden from having the independent character join with the unit that has the infiltration special rule but only if they are being deployed during this stage. This would obviously mean you have permission to join the independent character to the unit if it is being held in reserve if you intend to outflank with them.

I am sorry to tell you that a pure Rules as Written reading tends to support the first group more. The infiltration rule repetitively refers to itself as 'units of infiltrators.' Even in the section where it it is giving you permission to outflank it states that this special rule is given to units of infiltrators that are kept in reserve. That it is used again in the section forbidding an independent character from joining also cements it a little firmer. It does suggest the intent of the rule is to prevent any independent characters from gaining the bonus of infiltrate, unless they also have rules granting this ability.

Which, sadly, means I have to conclude that the infiltration rule prevents the Etheral from joining the Kroot even for the purpose of outflanking.

If the Infiltrate rule was voluntary, then there might be some support for the Ethereal joining the kroot during deployment. Unfortunately it does not appear to be that way. I saw a big conversation on this a few months or so ago, and the consensus in that particular thread was that the Infiltrate rule is compulsory. (If you deploy on the table, units with Infiltrate MUST infiltrate.)

I'm very sorry.