I hope you understood me correctly; I meant an alliance between
DIFFERENT COLOR players (as in Heroes 3). If that's the case, please
explain in more detail how to achieve this in the map editor for
Heroes 2 GOLD.

1. Load the map into the editor.
2. Determine which alliance you need. For example, yellow and red against the rest.
3. Go to the Maps folder, copy the map, and give it a different name.
4. Load the copied map into the editor.
5. Swap the yellow and red castles with the green and blue castles.
6. Set the game objective in the editor to "one side defeat the other," choosing green and blue against the rest.
7. Save.
8. Play.

In recent years, I have played exclusively this way, except for very rare tournament games. It takes about 5 minutes to edit.