Hello if i have the Mercenaries and utilise Temporary Alliance to bring Mak in my army can i play Shoot The Messenger on Mak?

No, Mak's affiliation isn't W .

• Many Command cards have a restriction box listed above the ability. When playing a Command card that lists a trait, figure name, and/or affiliation icon, it must be played on a single friendly figure that matches all of the restrictions listed.

Command Cards are a no go - Mak isn't a Merc figure even when in a Merc list. However he can be given a merc attachment and cannot have a rebel attachment.