So this can both mean "we are friends with him", and "he and I are friends" (in the sense that "we two are friends")?

How about "I am friends with him" ? I don't know if it is grammatical, but it is very commonly used.

Где-то раньше мне не засчитали предложение "we are friends with you". Судя по этому примеру оно было правильным.

Does Д sound like Г in the audio (both full-speed and slow) or is it just me?