To discover that we have to look for clues in her Castle.
In the art Gallery we see a picture named XERAMPELINAE.
In the picture there is a woman dressed in red with short black hair and a crown.So we assume she is the queen.There is also a piano on the castle.
Ultimecia also wears red clothes,and also JULIA HEARTILY.
Julia has short black hair and play piano.
Ultimecia´s blonde hair may be a secondary efect of her being possessed (yes she is).
Remember Laguna´s phrase?-In order to love two people are required.
So in the castle there is this LOVE (VENUS) picture.And there were only two other picture´s of people in the gallery.The XERAMPELINAE and the VIGIL.The vigil is a symbolic picture of Laguna,Kyros and Ward.
So we have Julia loves Laguna.Laguna IS the knight that Ultimecia lost.
We only see Julia once in the game.The same goes to Ultimecia.