When declaring a Waaagh! in a multiplayer campaign, if you do so against a faction you are not currently at war with, the diplomacy screen will pop up to initiate the declaration of war. Once accepted, you do not get your Waaagh! support army attached to any of your armies.
This can be avoided by declaring war on the faction before you initiate the Waaagh! I don't recall having this issue in Warhammer 2 multiplayer, and obviously this does not occur in single player with and without mods.
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