I lost the follower Marcurio and then he returned back to The Bee and Barb

One of the footnotes on Joining the Stormcloaks (UESP) reads:

On the PC, it is possible to use the console to advance through the quest by entering setstage CW01B stage, where stage is the number of the stage you wish to complete. It is not possible to un-complete (i.e. go back) quest stages.

(Emphasis mine.) Looks like you're not a true brother or sister of Skyrim.

However, if you have a save from before using the console (always a good precaution, but not one we always remember), you could try going back and instead of advancing the Stormcloaks questline, advance the main one. You may miss a bit of content, but at least you'll be able to do both.

To skip past talking to Ulfric, use setstage mq302 30. Alternatively, just complete "Joining the Stormcloaks" (and possibly also "The Jagged Crown") so that Ulfric will stop acting like your mission commander and start acting like a leader at a meeting.

Source: http://www.uesp.net/wiki/Skyrim:Season_Unending#Bugs

When your follower "dies", they enter a pre-death state that generally allows them to come back to full health immediately after battle. However, if they continue to take more damage after entering that state, they will die permanently.

If there's a chance your follower is still alive but nowhere to be seen (for example, if they entered the pre-death state and you ran off, thinking they were dead dead), fast traveling to a location should cause the follower to appear back at your side.

If fast traveling still doesn't produce your follower, they're almost certainly fully dead. You can confirm this by trying to pick up another follower: if they agree to come with you, the other follower has ceased to be. Sorry about that.

The only thing you can do at this point—if you're not keen on loading up an earlier save or using console commands—is to find where your follower died and loot their corpse.

If you are amenable to using the console, generally you still need to find where your follower died to ressurrect them: when you do, open the console, target their corpse, and type:

resurrect 1

and press enter.

However, you can get around even this restriction by selecting the follower by using the prid command anywhere:

prid <RefId>

Where <RefId> is the ID corresponding to the follower, found by using the Creation Kit or by looking up the follower on UESP. Once the follower's selected, use the resurrect command mentioned above.