When we fight them in witch queen we aren't allied with the cabal so much as we are in a truce with them. We ally with them during season of the risen with the condition that any further guardian hostility toward them will terminate the alliance. The second time we fight them in witch queen at the pyramid on Europa caital makes it clear that the cabal we face them aren't on our side bc they are raiding the it for pyramid tech to gain favor with calus, who is 100% caitals enemy at that point. It's been implied that the red legion we fight since then are deserters or raiders that are legionless, this is evidenced by red legion colored cabal allying with the pirate fallen in season of plunder. I wish they had reskinned the cabal in that opening mission of witch queen though, it would've made things much clearer as to what's going on there, but it probably wasn't worth it to Bungie to create new assets for just that one mission (although I would disagree with that, it shows a lack of quality to just throw red legion in when they are caitals legion.) All the cabal we fight alongside are wearing the blue armor of caitals legion, so I think that's the canon appearance of our allies at this point, and any cabal wearing red legion colors are deserters that are hostile to us.