Yeah, but I could see maybe them having different roles in the same battlefield or something.
Well, he was a Thalmor prisoner during the war. Maybe she had something to do with his release/escape?
How did Ulfric know she was a Blade? Why, her Blades armor, of course.
I did find it odd that he addresses her by name, but it's entirely possible that it's just that: he knows her name. Just that. Not that they've worked together. He's trying to garner sympathy with a faction that he knows is hostile to the Thalmor.
Which is more likely. No doubt he's been to Riverwood, and most likely they met there. If her being a Blade and at the negotiations was a surprise to him, he wouldn't let it show.