I do think you could call the countries friendly toward each other. Plenty of New Zealanders have died fighting in France (though at the bidding of our colonial overlords) and the countries have largely got on outside of this dark period.

> When were we ever « friends » with New-Zealand

Usually when the Germans invaded.

https://www.google.com/maps/place/Rue+de+la+Nouvelle+Z%C3%A9...

> It's not even in NATO

Article 6 of the North Atlantic treaty kinda prevents Southern Hemisphere countries in the Pacific from joining.

No doubt NZ would have joined in the 60s, 70s, around the same time we had a penchant for getting involved in other people's post colonial wars.

Nato is a tool of the five eyes and the five eyes are a tool of a program of permanent domination and exploitation of the world by Anglo-American "capitalists".