A male cousin of mine is married to a female ruler, and they have a son which, since it's a regular marriage, is also part of my dynasty.
However, we are not considered allies. Why?
I did press her claims and conquer her county for her, and she has +100 opinion towards me, in case it matters (I guess it doesn't, though).
Best Answer
An alliance is caused if one of three things is true.
First, if you and that character are of the same dynasty, you count as being allies. Note that this must be you and the other ruler- not their son/half-brother/etc. This alliance is the most useful and long-lasting. Years down the line, if both realms remain of the same dynasty, the fifth-cousins-once removed ruling them will still be allies. This only applies if the rulers themselves are of the same dynasty so isn't the case in your game (but would be if she died and the son became rule).
Second, if a close relative of one character is married to a close relative of the other, an alliance is formed as long as the marriage lasts. Close relatives, for this, include brothers, sisters, parents and children but do not include anyone more distant such as uncles, nephews or cousins. Since a cousin is too distant, no alliance is formed in your game. When arranging marriages, a blue flag will be displayed if it would result in an alliance.
These alliances are briefer as they end if either the husband or wife dies (even if they had children). They can also end on succession since one of the married characters may not be closely related enough to the new ruler.
Finally, close relatives (parent/child/sibling/half-sibling) are always allies. Often they're of the same dynasty anyway- this just covers cases where they are not such as mothers or half-brothers with whom you share a mother.