When talking to a Muslim about God is ok to use the term Allah? (I personally can’t see any halachik problems, but there’s a lot I can’t see)
Having grown up in Egypt and knowing Arabic, I can tell you that Jews (like Muslims) freely use "Allah" in conversation to refer to God, although it is frequently replaced by "Rabbena" (Our Master). God is usually addressed directly as "Ya Rabb" (O Master).
Rambam calls God Allah, for example in Sefer Hamitzvos, Negative Commandment 5 (Kapach, p. 183), “Worshiping any other than Allah”.
כל מא יעבד מן דון אללה
כל מה שנעבד מבלעדי ה׳
Parenthetically, God was also referred to by other names in Judeo-Arabic. For example, at the beginning of the sixth maamar in Emunos Vedeos (Kapach, p. 193), R’ Saadia Gaon refers to God as Rabana.
ערפנא רבנא תבארך ותעאלי
הודיענו אלהינו יתברך ויתעלה
Furthermore, the modern Arabic phrase inshallah, which connotes ‘God willing’ is also used. For example in Sefer Hamitzvos (Kapach, p. 9):
ואלאסתדלאל עליה אן שא אללה
ולהביא ראיות עליו, אם רצה ה׳
Rabbi Ovadia Abraham Somech nickname was "Abdallah (Worshiper of god) Somech".
As an Arabic speaker I can assure you that saying “Allah” is like saying “God” in English. I’ve never heard of a Halakhic issue raised by any of the gedolim.