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From what I've found, the Grey Knights aren't spectacular with long distance combat. What are some good (preferably Space Marine or any other Battle Brothers) allies that they could use?

Tow Empire.

Guard artillery company is probably your best bet.

Tau! Take AM if you don't want to be 'come the apocalypse'.

Imperial Guard, Imperial Knights, or Space Marines can all fill this role extremely well.

Imperial Guard can do this well either direct from codex and more flexibly with forgeworld units added. Units to look at; Leman Russ, Wyvern, lascannon infantry blobbs with tank hunter orders, vendetta, heavy artillery carriages, thudd guns, rapier las destroyers, sabre lascannon platforms, etc.
The real advantage though is cheap ObjSec troops and durable back field units.

Imperial Knights from forgeworld have a number of long distance units such as the castigator and their options just keep expanding. The best part is that they are flexible and all of the knights are good in CC as well, this helps match the GK play style.

SM from codex are good allies for cheap ObjSec troops, TFC, and grav cents to team up with a GK libby and draigo. With forgeworld added to the equation they can also add sicarn tanks (the best waveserpent killer in the game), wirlwind scorpious, plasma executioner diemos predator, rapier las destroyers, contemptor mortis dreads, and mortis dreads. SM are the current tournament hotness with GK nemesis strike force w/ draigo and Lv3 Libby allied to a SM detachment w/ tiggy (or Loth) and a unit of grav centurions.