Are you allowed to withdraw your support to another player before the combat ends ?

Example: In initial combat strength agree to support one player against another, then after house cards are revealed, decide to withdraw from battle and hence make him loose the fight …? !??!?

No, you can only offer or refuse support during the call for support phase.

I'm only asking because under "Alliances" (p.24) of the rulebook, it says: 

"Players are always free (in any phase, at any time) to make

The idea an 'Alliance' is just an agreement between players.  The alliance can involve any promises you want, but it has no effect on what players are or aren't allowed to do in the game.  It is just negotiating to coordinate your strategies.

So, for example, you could agree to ally with a player, but then refuse to support him, or even support his opponent when the call for support step comes up.

However, you only give or refuse support during the call for support.  After that you cannot withdraw support that you gave any more than the attacker can withdraw units in the middle of the battle.

Thanks for your opinion…

We had this question come up when we played the game the first few times. I was against such betrayal but others were in favour…

I guess I'm much a Stark and the others more cunning like bloody lannisters :D

It's not just an "opinion".

Go back and check the Rulebook.

Support comes in "2. Calculate Initial Combat Strength"

When you get to "5. Calculate Final Combat Strength" it says:

Both sides now combine their initial Combat Strength with any modifiers accumulated by playing House cards and using theValyrian Steel Blade token. This final value is referred to as a player’s Final Combat Strength.

Below is a summary of what could contribute to each player’s
final Combat Strength:

-- Initial Combat Strength *
-- The Combat Strength and applicable text abilities of the chosen House card
-- The Valyrian Steel Blade’s +1 Combat Strength (if available and used)

* Some House card text abilities may cause a player’s initial Combat Strength to be recalculated. For example, if the text of a revealed House card destroys an opponent’s Footman unit, the initial Combat Strength of that opponent is reduced by 1 during this step.

Since Initial Combat Strength has ALREADY been calculated (and Support included), it CANNOT change unless a House Card does so.

I bow before your expertise Ser…