It's remarkable that Tullius didn't just have a mage on-hand with a silence spell to deal with Ulfric, I suppose he had great faith in the craftsmanship of the bonds and gag.

Oh, I've tried to wait (he stays in the tower), go out through the door (he stays in the tower) and to run back as soon as I exited the cave to see what had happened (everyone is completely gone). So it kinda took me by surprise when I heard that shout.

I can also swear I once saw Ralof come running and knock the headsman over right after Alduin's first attack - all the other times, the headsman just falls over, and Hadvar shows up next.