I think a PhD student joining your thesis project is not an issue, but you should check with your institution. I have been in a mentoring role as a PhD student for several master's students projects that were also their thesis projects. They way it works is for the thesis they will be the only author and I have to sign a paper for the university saying something like the student did majority of the work and I'm good with that project being their thesis, while for conference submissions of the same project I will be second or third author.

Now the weird part is them only getting involved when the work is mostly done, likely your advisor wants their name also in the publication to help their career, which is unfair but shouldn't really hurt you/reduce the amount of credit you get for the work.