Can Allied Heroes take Allegiance artefacts? i don't see anything which says they can't, just that they can't be the General (so no Command Traits) and they don't get affected by Battle Traits (unless the keywords happen to match)
P. 77 last paragraph “You can choose to take either the allegiance abilities for the allegiance your army belongs to, or the allegiance abilities forthe Grand Alliance your army belongs to. For example, an army with the STORMCAST ETERNALS allegiance could either use the Stormcast Eternals allegiance abilities or the Order allegiance abilities”
As a philosophical note, I think is wise if let the BS data allow for some of these ambiguous rules/selections. It is better to under prescribe the rules than to over prescribe. Let the gamers at the tables decide on how to interpret the ambiguous/conflicting parts.