Where do allies go when they don't have any colonies?
Hmm, good question. Putting your very last token(s) into battle is a risky thing. I think they should go to the warp. You give up a base when you remove your last token from it -- that shouldn't change if they're your very last. And having all your tokens in the warp doesn't remove you from the game or prevent you from capturing a new base on your next turn.