Hi,
I don't have an xbox ally, but I do have a rog ally x, which is what came before teh xbox one. I've heard bad things about the performance over all of the xbox ally units, both the standard and the x, which is why I haven't considdered upgrading. I like the regular rog ally x because it loads up into a desktop interface, which does work fine with nvda. Even the launcher works fine. Since I've not used the gaming interface of windows, i don't know how that works, but I'm guessing it probably works with narrator, which probably also means nvda can use it. If you want your money to go farther, I'd probably look at either an original ally, or ally x, and not the xbox ones, given that the xbox ones apparently under perform. The original ally is the first generation, and the x is a mid gen refresh with a bigger battery, more ram, and better feeling controls. I have played both and i can say that I like them a lot.
If you do end up getting one of these, I'd be willing to help off list, since there are some non nvda spesific things that you'd need to do as well which would be off topic here.