I had an idea, what if it were possible to form and break alliances during the game?

Hmm, maybe it could work for an online game, but I highly doubt that anyone would play Heroes with even three or four players (which is when alliances would make sense). In Red Alert, it's perfectly logical – many people play on one map, and the battle progresses quite quickly... As for Heroes, a game with four players on an L-sized map will take at least a day, not to mention an XL map. :)
So, my IMHO is that alliances are unnecessary! It's just extra complexity...