How does Tev feel about being just friends with other dead people? And I know a lot of DKs don’t like other DKs, what about him?

Tevruden is actually more comfortable around dead people than he is with the living. There are a lot less feelings and emotions to deal with (along with other things that the living tend to do, like eating and constantly talking.) 

This extends doubly to other Death Knights, since they all share the need to infict pain on others.