Period alliances were for the duration of a war, not long term events. Governor Santiago Viadurri offered to join Nuevo Leon and Coahiula to the Confederacy, but no one else from those states seems to have supported Viadurri, he soon fled to the Confederacy. Had the Confederacy attempted to annex northern Mexico, Maximillian would no longer have been their ally.
Bingo, that is the one thing he refuses to admit. If Max wins in Mexico those lands go to Max not the CSA. Even if they were out and out allies one ally doesn't sell their land to the other ally without very good reasons. Max is no more likely to sell (and quite possibly less) Northern Mexico to the CSA as the CSA is to sell Texas to Max.
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