I spent a little time on this issue, and I was not able to find a single photograph of an Ultrafil jersey having been worn in the Cup finals. Everything I looked at was either obviously airknit or inconclusive.
Part of the issue is probably that the pictures aren't as high res as they would be if they were taken now. If it happened today, they would have been sold online and there would be pictures of the entire set floating around, but I did not see that while I'm searching.
Instead I went to Getty Images and looked at the pictures that were close-ups so I could see detail. Brodeur, Daneyko, Stevens, Lemieux, all in airknit.
Then I went to the videotape. As we know, video of hockey from 1995 is awful. When Mike Peluso was on the bench crying like a baby, they showed him close up and I think saw the airknit pattern. Can't be sure. Very hard, next to impossible to tell anything from the video. Sure was fun to watch the celebration again, though.
So there is no question air knits were worn. the question becomes, has anyone seen proof of an Ultrafil having been worn in the finals?