So I'm at the part when you give the axe back to ulfric, then he takes it and does his talking. After he finished he walks up to me and the dialogue options show up but there is no new option which is supposed to be "Yes Sir!" or "Many will die by my hand."
So I can't finish the War with this bug.

PLZFIXKTHNX

Just start a new character... maybe they'll fix it before you get back to that point in your new game. KTHXBYE!

I spent like 80 hours into that character, and I finished alot of side quests.
I guess i'll wait for a patch that'll fix it.

Be careful of starting a new character if you're not willing to lose you're current one, people are reporting that once a new game is started they're losing their old saves. Just happened to me, but it might not affect everyone.