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given that they have no actual HQ choice is it at all possible to have Harlequins in your Army as an allied detachment? Have I missed something somewhere?

No. Without a HQ choice it is not possible to use Harlequins with either a Combined Arms Detachment or Allied Detachment.

Though it is entirely possible to have then in a battle forged army.

Like Fling said, it is completely possible to have Harlies in a battle forged army. The way you do this is through their formations. CAD + harlie formation = battle forged. Harlie formation + harlie formation = battle forged, etc.

The formation "Cegorach's Jest" gives you a smaller version of the Harlequin masque detachment. That, "Cast of Players", and "path of Heroes" are all there to add a small detachment to their allies while staying bound.

"Cast of Players" was even included so you wouldn't actually have to buy ANY new models if you had the whole set available to the craft world's/dark eldar. Sometimes I think they actually care about what we want, weird as it seems...