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How would this work? The Harlequins does not have any HQs, and the allied detachment has a compulsory HQ slot.

Also, can you use a Harlequin army using the standard Force Organization Chart? That one also has a compulsory HQ slot.

There are 3 ways to run Harlies, as either a Primary or secondary detachment: the Masque Detachment, the 6 Formations included in the book, or Unbound.

The Masque detachment has 3 Compulsory Troops, 1 Compulsory HS and 2 Compulsory FA, and then optional 0-7 Elites. You can double up on this Detachment if you can fill the neccessary slots, and can run it as a Primary (containing your Warlord) or Secondary (allied to another force) detachment.

There are 6 formations in the book, which each require specific models and units and grant bonuses based on that, ranging from a single Troupe and 2 Attached characters to a full army of them with something in each slot.

Playing Unbound, you can of course take what you want.