Were there any Native American tribes that had more than a strategic alliance with the Confederates?

There were Native American tribes living in some of the states of the CSA and in the territories which the CSA hoped to take control of.

For any such tribe the Confederates have a range of possible policies to choose from. Such possible policies included:

1) enslave.

2) drive out of CSA territory.

3) exterminate.

4) leave where they were and generally continue the policies toward them of the USA.

5) treat them much better than the USA did.

6) inconsistently wavering between various of the above policies and not following any one policy long enough for it to have results.

And various other conceivable policies.

And I rather doubt that most members of the Confederate "government" gave relations with Native Americans much though, considering decisions about Native Americans relations something to consider after the CSA secured its independence and there was time to think about relatively minor factors.

So more or less continuing the policies and taking over the relationships of the USA toward the various tribes would have been the usual default position of most Rebel officials dealing with Indians. And of course trying to get them to support the Rebel war effort.

I have read that Rebel Colonel John Baylor, in command in southern New mexico and Arizona, desired or planned to exterminate the Apaches.

Baylor became known for ordering his cavalry regiment to exterminate the Apache, with whom the encroaching settlers were in conflict. He issued the following order to his men:

[U]se all means to persuade the Apaches or any tribe to come in for the purpose of making peace, and when you get them together kill all the grown Indians and take the children prisoners and sell them to defray the expense of killing the adult Indians. Buy whiskey and such other goods as may be necessary for the Indians and I will order vouchers given to cover the amount expended. Leave nothing undone to insure success, and have a sufficient number of men around to allow no Indian to escape.[3]

There is no indication this order was followed. When President Davis learned of it, he relieved Baylor as governor and revoked his commission as colonel.

https://en.wikipedia.org/wiki/John_R._Baylor1

Here is a link to a discussion quoting official records:

https://civilwartalk.com/threads/confederate-colonel-baylor-the-apaches.8890/2

Note that Baylor's order claims - accurately or not - that the Confederate Congress passed a law calling for the extermination of all hostile Indians in Confederate territory.

The exact opposite is true. For example, Elias Boudinot, editor of The Cherokee Phoenix, reported in July 1829 on the efforts of some of the state’s newspapers:

“The eagerness which is manifested in Georgia to obtain the lands of the Cherokees has frequently led the journals of that state to deceive the people by stating that we [the Cherokees] are ‘making extensive preparations to remove to the west.’”

Georgia, of course was on the seven slave-owning states that made up the Confederate States of America. Two crucial court cases in the early 1830s were brought against Georgia, the first by the Cherokee Nation in Cherokee Nation vs Georgia in 1831, and then almst immediately afterwards, Worcester vs Georgia in 1832. Both were argued in the Supreme Court and in both instances the governor of Georgia and the state of Georgia not only refused to acknowledge the Cherokee position but also opposed the authority of the supreme court.

The first case failed on a technicality because the Supreme Court Justice, Chief Justice Marshall ruled that the Creek Nation did not constitute a foreign nation describing them as a 'domestic dependent nation.' The second case was brought by the missionary, Reverend Austin Worcester who had been sentenced to four years hard labour for breaking a law passed by the state legislature that Georgians were not allowed to reside in the Creek Nation without obtaining a license from the state. The rationale behind this particular law was to target those men, mostly teachers and missionaries who supported the Cherokees.

In this particular case the Supreme Court could not dismiss the case and was forced to a ruling. Chief Justice Marshall ruled in favour of the missionaries and against the state of Georgia, declaring that all laws targetting the Cherokees were unconstitutional. The Georgia laws, wrote Marshall, were

“repugnant to the constitution, laws, and treaties of the United States.”

Three of the remaining six justices agreed that Georgia’s actions had defied the authority of the federal government. They also ruled that given their status, they had the right to self-determination as a nation stressing that prior treaties had recognised their right to sovereignty and self-government. This legal victory for the Cherokees, however, was nullified by the actions of Governor Lumpkin, who refusing to recognise the authority of the court and did not release the prisoners, and also by the US President, Andrew Jackson, who also did nothing to enforce the courts ruling. This eventually led to the Cherokee leadership agreeing to the Treaty of New Echota, despite vociferous opposition by the Creek Nation itself (and also by many senators including a former president, John Quincy Adams, who called the treaty 'an eternal disgrace.' The treaty led to the removal of the Indians west of the Mississipi and to the Trail of Tears.

It's perhaps no suprise then, that the greed of Georgia for land and for slaves, eventually tipped the confederacy and the the union into a civil war.

As of March 1863, there seems to have been no binding policy on how to deal with Native American tribes by the Confederacy, not to meantion any strategic alliance.

Based on the given source of @MAGolding answer, where most of Baylor's report and the reaction of the chain of command is given as text, Google Book links have been added to the corresponding portions.

John R. Baylor letter, 20 March 1862

"The Congress of the Confederate States has passed a law declaring extermination to all hostile Indians."

Baylor's report, HOUSTON, TEX., December 29, 1862

• 5 Pages (914-917)

The question now presents itself as to what will be the policy of our Government toward the Indians in such exposed sections as Arizona.
...
If the Confederate Government adopts the policy of making treaties and endeavors to purchase peace and affords no more adequate protection from Indians than the Government of the United States has afforded on the frontier of this State and in Arizona the result will be that the citizens there will be reduced to the condition of stock raisers and herders for the benefit of the Indian tribes alone.
...
As Texas and Arizona are the only portions of our youthful Confederacy that will suffer from Indian depredations and atrocities it is a matter of vital importance to them what policy will be decisively adopted by our Government toward the perpetrators of these villainies.

These statements imply, that at this point, no policy existed, which contradicts his letter of March 20 1862 (9 months before) claiming that: The Congress of the Confederate States has passed a law declaring extermination to all hostile Indians.

And here we have the endors*m*nts on Baylor's report as it works its' way up the chain of command to President Davis in Richmond March 29, 1863:

• Pages 918 and 919

SECRETARY OF WAR:
This letter requires attention. It is an avowal of an infamous crime and the assertion of what should not be true in relation to troops in Texas, &c.
J.D.

Here too, I believe, is further proof that the claim made in Baylor letter of 20th March 1862 is false, since if it was true, Jefferson Davis statement would have been completely different.

Source:

• The War of the Rebellion: A Compilation of the Official Records of the Union ... - United States. War Dept Chapter 27 - Google Books

Confederate Correspondence, Orders, And Returns Relating To Operations In West Florida, Southern Alabama, Southern Mississippi, And Louisiana From May 12, 1862, To May 14, 1863: And In Texas, New Mexico, And Arizona From September 20, 1862, To May 14, 1863.

• Thread: confederate-colonel-baylor-the-apaches