That's the thing.
The Absorption mechanic that allows you to build NPC buildings wherever you like requires you to ally with that faction for about ten turns. Then you get a prompt, which you can accept or decline. Then you get to build the unique building; they're 'upgrades' of the Empty land, so you can only build one NPC building per settlement, even with multiple races absorbed so. Each one costs 3800. You'll also get the armies and settlements of the absorbed race.
Now as noted, the River Zora, being
raiding bastards who wish only to rape pillage and burn(As the intro text itself says), don't do diplomacy, so don't get Embassies, and can't use those of others.
So they can't send someone to ally with NPC factions...or anyone else. So in truth they can't actually get any NPC on their side besides potentially the Tokay and the Zuna(The only NPC Factions permitted to build Embassies and thus send out Diplomats), since merely destroying the faction doesn't let you recruit the units. It requires the specific event of 'X_joined_someone'.
Only Labrynna can bypass the 'allying with races for absorption' mechanic, via their unique 'enslavement' mechanic.