When the timer is set to go my rally is cancelled and all other troops return. The game won't allow..

To rally against Wendell the clown / Voracious you need to have at least 3 APC's in your rally. If 2 other people don't join you then it will not happen. Make sure you have upgraded your Headquarters building to at least level 4 to let 2 other APC's join you. Ask for help in your alliance to get people to join.

Rallys also get cancelled if the target (Wendell) disappears while the rally is waiting to start. The zombies do reset from time to time or another player may have attacked it first. If you can get help with the rally quickly then set it for a short time to give yourself the best chance of getting it done.