I'm in the same boat, yo. Maybe they just aren't playable.
I got ya back, bros. now, if you play as someone other than Madara and Obito in the World Tournament free-roam (Ally events can't work if you play as one of the characters) go to Ninja Stone Shores (B-Rank). Now, go to the small cave nearby tht had the Itachi/Kisame ally event. If you're playing as one of them and didn't get that one, it's the cave that had the Mu/Ohnoki event. Travel through the left path until you get on a stone ledge. You should turn left, and see three of those floating boxes. Keep following them and you should find Madara/Obito, depending on how far you are in the tournament. I had to be on S rank when I found them.
Their ally event will have you face Madara, and than face Obito in battle. Their both very challenging fights, and the event is labeled S-rank.