Unfortunately, by the book, Deathmages can't ally with Nighthaunts, which, in my opinion, is ridicolous and really stupid. I would propose your local group to allow you to expand the allegiance to Deathmages as well, as:
1) You're not exploiting any loophole or cheating to create an unstoppable army.
2) You are playing what was in the box before the whole allegiance thing.
Another slution could be to assembly the mortis engine as a throne of the coven, if you got the sprues, as it would have the Soulblight keyword. Still, that'd make it cost 260 points, and put it out of commission till you get to 2000 points.
As I said, your best option is to politely ask to let you inclde it as an additional alliance, since it'd fit the theme. I mean, you're not playing dwarves allied with dark elves and sylvaneths on the side...