First with the quest 'Battle for Windhelm' General Tullius wouldn't spawn outside the city so the gates stayed locked with the message saying I needed to wait for the other soldiers, I 'solved' that by fast traveling into the city and then to the palace, executed Ulfric. Quest completed.
Now, Brunwulf won't appear in the palace. I tried the fix I found in other peoples discussions (using unrelenting force on the jarls around the table (except there was only one jarl there, the rest were in one of the bedrooms). That didn't work and the front gates still seem to be locked.