In my experience Alliance = treason in RTW.

The best thing you can do is just neutral + regular tribute + a small cash gift everytime you load the game (AI memory resets) - and maybe even after battles?

The problem with protectorates is that money goes from the client to the protector. So if you accept, you won't have enough money. If you FD the Romani into a protectorate you get lots of free money.

You could aways force them into a protectorate and gift the money back each turn... Though I don't know if that actually makes a difference since it will be given back to you the next turn...