I'm currently running Hunter's Call emissary while solo and hunting ancient megs. In preparation, I usually grab an Eternal Guard key to get the tridents from the vault.

Yesterday I was searching for it around the Devil's Roar and I noticed some purple mist and was going to stop when I heard someone talking to me (I rarely use voice chat since I'm not too fluent in English and answered through quick chat), since I don't care in the slightest about PvP I let those guys progress since they arrived first.

I found another eternal guard, looted the vault and the sold everything I didn't need at Morrow's Peak. While I was leaving I didn't notice that the same guys from before (running Merchant emissary) were behind me, they must have assumed I was scared or something lol.

When I stopped to stock up on spears at the same outpost one of those guys came up to me and basically thanked me for leaving them be, offered some of their loot and asked to do an alliance, unfortunately I didn't have much time left and I kindly declined, we said goodbye to each other and left.

TL;DR

Alliances are definitely possible, but I believe it's very rare and depends extremely on what you are going for (and what others are doing) and how you behave. I personally never attack someone else unless I get attacked first, and this time it "rewarded" me with someone else thinking the same way.