Alliances are allowed
Making alliances and teaming up in 4 player chess is NOT explicitly against the rules, as long as it is not prearranged.
It’s simply the best strategy to (temporarily) cooperate with the opposite player in the beginning, and checkmate the player on the right or left, as this benefits both players.
No pre-planning or communication
What is not allowed is prearranged teaming (collusion), i.e. players who make an effort to frequently get into games together and consistently cooperate to get 1st and 2nd place, or players who use the chat to coordinate attacks. (See the rules here: https://www.chess.com/clubs/forum/view/rules-reporting).
As long as there’s no “premeditation”, it’s allowed to cooperate with other players, since there’s always a risk involved that the other player stops cooperating and betrays you!
If you do see evidence of prearranged cooperation, and repeated cooperation in free for all games (this can be checked in the player's archives) please report the players to support!