What's up with Rodrigo + Alex?

Q1.
What is Antonio Banderas(Rodrigo)'s relationship with Ewan McGregor(Kenneth)?
I figured as far as they were working together, but the movie hardly show them in any contacts.

Q2
Michael Douglas(Alex Coblenz) too wanted Mallory dead.
Into about 1:05, Alex meets with Kenneth in some parking garage and basicaly tell him to kill Mallory
Why Mallory spare Alex?
Cause he's a govenrment?

I am he as you are he as you are me and we are all together.