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So, the otehr day I was playing a Tau and Eldar list, mostly because I wanted to try out my new Eldar models. I got the warlord trait that gives shrouded to all friendly units within 12 inches. So my question is do allies of convenience count as friendly models?

I don't see how there is any ambiguity within the rules for Allies of Convenience (page 127) here?

Not only does the opening statement tell you whether they are friendly models or not, there's also a specific bullet point (the second one) dealing with Warlord Traits.

This can be answered easily by reviewing the Allies of Convenience Rules found to the back of the Choosing your Army section of the Rulebook, it is actually easier to go upwards from the Preparing For Battle section a few pages.
The first sentence informs us of the relation between these factions.