If I have an ally who uses the Shadow Evocation spell to cast an illusory version of Darkness and my ally has told me beforehand that he will be doing this, do I need to "roll to disbelieve"?
Pretty sure you still do, though you should get the bonus for the roll having been warned.
It hinges on DM fiat and the following paragraph from the rulebook:
"A failed saving throw indicates that a character fails to notice something is amiss. A character faced with proof that an illusion isn't real needs no saving throw. If any viewer successfully disbelieves an illusion and communicates this fact to others, each such viewer gains a saving throw with a +4 bonus."
Whether or not you have to make a saving throw is dependent almost entirely on how your DM interprets that one sentence. If being warned beforehand is enough proof you would not have to roll a saving through - otherwise, you would probably still be eligible for the +4 bonus.