I've never had anyone have trouble with strange allies.
Personally, I think your plan could work quite well. The one thing Dark Eldar have always lacked in my opinion is something to lock the opposing army down. We need to move in fast, but thats made difficult if the other army is also swift enough to get on the move.
So having a deep striking unit turn one, and one that can take a lot of damage itself, would be really beneficial as long as you don't get them too close to your troops (because of the distrusting roll thing).
And if we're talking fluff-wise, the only excuse Grey Knights ever need is "Oh look, Daemons."
They may turn on their allies after the battle (or be complained at by Imperial forces), but thats another game. See the Dameon, kill the Daemon, regardless of who or what they're playing with at the time.