Westbrook and Harden played together since they were kids, they know how they play and they know their own styles as well, they are not worried about it so why should you be. Right now Westbrook knows that he is coming to hardens team and he won't be trying to be the alpha dog there for sure but even if he does their styles are super different from each other.
Harden is known for his unathletic smart skilled plays whereas Westbrook is known for his explosive physical style of play, one will do one thing and the other will do something else, since there is two people who are super talented on the team opposing teams will hard time doubling anyone, you could even focus on harden when Chris Paul was on the team but if you do that now than Westbrook will make you pay.
Yes they might know each other since them teaming up in OKC but is that really enough to tell that their chemistry is way better compared to what they have with their previous line up? Because really chemistry is not something that cannot be developed all teams have that and San Antonio Spurs during the last few seasons showed that even if they have big roster changes they still developed their players to be good with one another. Westbrook and Harden on the other hand both of which are thirsty to carry the ball shows that one to give up their previous role for the other.