I have been arguing with my buddy over this ambiguous set of cards to no result. I can see some validity in both methods, but I prefer the definition of "adjacent" as being next to the commanding unit.
Since a commander must be chosen to give an order from any card, I imagine then shouting out orders over the din of battle.
I can understand that "adjacent" is poorly defined here, and it may indeed try to imply that any unit with a friendly neighbor is eligible.
I refuse the idea that a commander can be adjacent to himself, though. Let's even assume for the moment that "adjacent" can be any set of friendly units withing the zone of command. It's still the commander issuing the order, right? He cannot be adjacent to himself. That would assume that his neighbor is issuing an order back (ridiculous).
Turning now to Kevan Lannister's ability to defer damage received to "an adjacent unit" we should assume that the word "adjacent" means the same thing as on other cards, right? Well, if we assume that "adjacent" means "next to any friendly unit", then Kevan Lannister can defer damage to ANY OTHER FRIENDLY UNIT that has adjacency to ANY OTHER FRIENDLY UNIT.
Why on earth would a unit two hexes away absorb Kevan Lannister's wounds? They wouldn't.
So we have two choices left. Either admit that "adjacent unit" implies "next to commander" or we need multiple definitions for the same word. In the end, I think it works better when the word "adjacent" means one thing every time it is seen.