I had the same issue with the Dark One's Gift. In my case, the HPs from rallied had been used up and then I killed a goblin. I would've expected the Gift to then take effect, but it didn't since the rallied buff still had several turns to go. Interesting thing was, after the rallied effect did wear off, that's when the Dark One's gift took effect.

The rallied effect (or any of the temporary HP buffs for that matter) should probably be broken once you lose all the temporary HPs.