It was strange, she just walked up to me, said how it is good to be friends with me, gave me something, if I remember correctly a thistle or some type of flower and went away.

I hadn't completed Blood on the Ice, I know the Shatter-Shields will respect you for catching the butcher. Would it be because I destroyed the Dark Brotherhood? That kind of saved her life even though there is no way for her to know it did.

I've had various npcs hand me some "gift" because they considered me a friend. It's rare and not tied to any questline. If you've done any favor or quest for a particular npc, there's a chance that they might give you some item later on.