Hm... Relations between the Goblins and the Azera would be interesting to say the least. I would not be surprised if the Azera waged war on the Goblins as well in the olden times, given their once warlike nature, so there could possibly be some bad blood between them (but there's bad blood with just about everyone and the Goblins). Then again, the present date offers two cultures with some distinct similarities, yes: a focus on the group rather than the individual; isolationism; having bad relations with most nations in the world. Their religious differences wouldn't be a sour point, really, since Goblins would just adapt whatever they liked from the Azera to fit their own culture... Though the Azera might not like it if the Goblins started trying to bargain with the Trickster God as they do with all deities...
It could work. Trade would be possible; the Goblins would probably take a large variety of things in trade, especially good tools. Big Brigga, being a warlord, would probably make use of the Goblin-Azera alliance to conquer whatever land she could for her people before she died, and probably employ their help in establishing permanent defenses in non-swampy territories that the goblins could use.
Do you want to say they've already made a mutual defense pact and have begun trading (which will, of course, still be a dangerous endeavor what with goblin clans having the rivalry they do and the likelihood of rival clans raiding trade caravans heading to their enemies' villages)?