Something I didn't mention in the article was that Exeter and Dorset have a vague familial connection. Exeter's aunt Constance had married Dorset's great-uncle Sir John Grey. Their mutual cousin, and Dorset's namesake, Thomas Grey Lord of Richemont, had been something of a henchman for Exeter in the 1450s, and was ultimately attainted and executed in 1461. Exeter may also have been acquainted with Dorset's father John Grey, given both fought for Henry VI at St Albans (where Grey died).
Don't think either of those facts would be able to elicit any more than teeth-clenched teamwork between the two, though.