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When the Bodyguards are joined by the commander, can the entire Commander+Bodyguard group then join another unit? (like a Retinue) Or are the Bodyguards a unit of their own and prevented from joining another unit?

In support of allowing them to join units WITH their commander: The 6E Tau Codex notes the commander's ability to "bring a team of bodyguards" in his own unit description. AND The XV8 Crisis Bodyguard Team is described in the HQ section rather than anywhere else. (but as a Non-character HQ??)

In support of not allowing them to join units: The description does say "This Unit does not take up a unit slot", therefore it's a unit and as it doesn't have the (Character) type, then they're a unit and can't join other units.

Do the bodyguards have a IC rule?

Without a special rule saying they can they can't.
I can't think of any units able to join another without IC, or a royal court/Wolf guard like special rule.

They can't join. They can be joined, but only ht commander has IC. The only exception is farsight's special bodyguards in the supplement (who all have IC).

You mean The Eight? Yeah, and there's nothing saying you have to keep the Eight together either.

 Co'tor Shas wrote:
They can't join. They can be joined, but only ht commander has IC. The only exception is farsight's special bodyguards in the supplement (who all have IC).

Absolutely not. The Bodyguard team is a unit in an of itself, which ICs can join. But, there is no way to join two non IC units together.

Farsight's Commander team are all ICs and follow the rules for ICs as normal.

 Co'tor Shas wrote:
They can't join. They can be joined, but only ht commander has IC. The only exception is farsight's special bodyguards in the supplement (who all have IC).

" They can be joined, but only ht commander has IC "

Ok, I give up, what is " ht "?

A typo for "the" I guess?

Yeah, sometimes I forget how to type.

 B0B MaRlEy wrote:
Without a special rule saying they can they can't.
I can't think of any units able to join another without IC, or a royal court/Wolf guard like special rule.

IC + drones purchased as part of the IC can join another unit. Tau have a special rule that allows it. Although I guess that maybe like the royal court/wolf guard, don't know as I don't have either codex.

As I said , a unit can't join another unless it has a special rule allowing it to do so. Your example has one. The bodyguards don't.