"That Imperial ambush" implies there being only one ambush that all of you got mixed up in, since "that" refers to a particular event.
It could go either way. That was my point.
You were knocked unconscious and just came to. You were disoriented, surrounded by people you only had glimpses of before being knocked unconscious and captured. Ralof only tells you about Darkwater when you ask, implying you had trouble remembering.
Not to say you were or weren't at Darkwater, but the dialog heavily implies you, Lokir, and the Stormcloaks were all captured at the same time, wherever that may be.
Now it sounds like you are making things up.
How are you knocked out without knowing where you were before? The way you put it makes it seem like you magically appeared at the ambush and were immediately knocked out. I duno about you, but I think I would have rememberd if I were around people before being captured.
As Ralof says in that video Echonite posted, most people don't know what Ulfric looks like. Lokir knew he was with some Stormcloaks, but he didn't realize he was also with Ulfric. It was only after he realized he was grouped with the leader of the rebellion that he started freaking out.
If the player were with the stormcloaks before being captured, why does Rolaf not mention any of this? Nothing indicates you were with them while talking with him.
Plus lets look at the games iterations. You cant even get near a stormcloak camp without being told to back off or else attacked. Why the hell would you be allowed near Ulfric? If they were trying to blend in, why the stormcloak armor?
I would personally put more weight on Player-NPC interactions rather then NPC-NPC interactions simply because I believe the writers would have put more emphasis on the information gained in dialogue. Really, when do you ever learn any important information outside of a player involved dialogue?
One moment, Rolaf says "on their way" and the other, he says "outside of". Which was it, we may never know, but I would put weight on "On their way" simply because I, as the player was delving into conversation and seeking information. NPCs talking are not going to have some in depth discussion about anything important, so I wouldn't put much weight on what they say as far as being factually accurate
That's just my opinion.