Don't know if a bug or intentional, but every time my character kill's Thalmor Delphine attacks my character and follower, Esbern remains friendly, I attack only the Thalmor who are escorting prisoners, no it's not because I side with the Stormcloaks, it's because my character knows where they are taking the prisoners and what they will do with them, my character does not side with the empire either.
And of course you cannot kill Delphine as she is set essential to the main quest.
So, Delphine, bug or intentional?

Have you tried freeing the prisoner before attacking?

No, but I think it's a bug, being a blade her alliegance is to empire and that's why she attacks, why I think it's a bug is because Esbern is also a blade who's alliegance is to the empire and he does not attack.