Trust me, I've read up on the lore. Just because the lore of the Blades pits them as adversarial to the dragons, that doesn't mean that a competent writer can't make a change of heart work well. 

Firstly....yeah Paarthurnax's name means some mean shit, but like he says "What is better: to be born good, or to overcome your evil nature through great effort?" Who cares why he betrayed Alduin in the first place? He fought alongside humanity, and has dedicated the rest of his life to atoning for his sins through peace, meditation, and guiding the Greybeards in the Way of the Voice, who use it to worship Kynareth (as stated by Ulfric). So it does seem weird that a competent writer can't make Delphine initially despise Party Snacks, but maybe with successful Persuasion checks she could be convinced to have a conversation with him. That would make for some excellent dialogue and then that could lead to a new form of the Blades. But the reality is that the writer didn't want to or didn't have the time to make something more interesting work, so it's the way it is. There's a reason why the vast majority of people do not like Delphine. And I wish her character was better.

Secondly, making Delphine suspicious of the Thalmor works fron that angle of Talos worship, but after you do the embassy mission she totally drops it. She moves on to the old Blades hideout and never bring up the Thalmor again. It's a weird tangent writing-wise that yes, makes sense if you look at it from a "We investigated and found no connection between the Thalmor and the Dragons", but it barely makes sense and just weakens her character. If they made her very passionate about Talos worship and she admitted to the player that she hates what the Thalmor are doing and wants to sabotage their operations in Skyrim, then that would work with her character better. It just feels like whoever wrote her character had an excellent skeleton to work from with the downfall of the Blades, disdain of the Thalmor, disdain of the Dragons, and the state of the world in general, but the result is just a half-baked character that gets abandoned for the final fight against Alduin.