USMCNJ: Yes, the Julii & Gauls should be in fact warring with each other. However, as far as I know, they don't need to be allied to attack you.

I'm playing as the Julii & it's one of the first few missions that instructs to take a Gaelic town. So unless they fulfill that mission, they may not be at war with the Gauls. But I do know that all of Rome will declare war with the Carthagians, that is almost a guarantee. What difficulty are you playing btw?