When an Ally enters the battlefield under your control, each rally ability of the permanents you control will trigger. You can put them on the stack in any order. The last ability you put on the stack will be the first one to resolve.

Multiple instances of menace on the same creature are redundant.

If a creature with a rally ability enters the battlefield under your control at the same time as other Allies, that ability will trigger once for each of those creatures and once for the creature with the ability itself.