Did Ulysses actually know what the package was? I believe yes, yes he did. He must have heard somewhere about Benny's plot or House's plot for there is no other reason he would not take the package. He had to have known what it was. Couriers face danger all the time delivering packages why would Ulysses think this would be the one time that would "sort him out"?
Oddly enough both of these two ideas are contradicting. there is no reason Ulysses would hope the Mojave would sort out the Courier if he did not know what carrying the package entailed. But there is also no way that if he were working for Legion that he would not take the package if he knew what it was which would contradict with the idea he knew what the package was. So basically we come to the realization that Ulysses probably did know about the package or Benny's plot and is not working for Legion.
all the evidence we've seen points to a male courier working as a frumenatari. It never says that courier is Ulysses though. There are 4 other couriers unaccounted for. maybe graham was talking about one of the others?
there is also the fact that would House really hire a frumentari to deliver the platinum chip to him? I'm pretty sure he knows who most if not all of them are. To give Legion the chip knowingly does not seem in his character...same if he was NCR.
just a few things I noticed and decided to speculate on.
