In Ghosts of Onyx (the section of the book that takes place post-Halo 2), Sangheili lead forces in combat against Jiralhanae and human forces were supplemented by Unggoy, Mgalekgolo, and Kig-Yar forces. Using common sense we could also determine this by the fact that the Covenant is an integrated military and society. Unggoy, Kig-Yar, Huragok, Mgalekgolo, and Yanme'e troops and personnel are going to remain under Sangheili control if they were there to begin with.