There is a mention of an alliance, but there’s also this:
“Yet in the end, even the Dreadfort fell before the might of Winterfell, and the last Red King, known to history as Rogar the Huntsman, swore fealty to the King of Winter and sent his sons to Winterfell as hostages, even as the first Andals were crossing the narrow sea in their longships.”
(Emphasis mine).