Does Fiora lose her Double Might if someone ambushes after we start?

No, Fiora does not lose her doubled Might.

Fiora's ability checks the "one-on-one" condition only at the exact moment she is designated as the attacker or defender. If the battlefield is one-on-one at that moment, her triggered ability goes on the chain immediately. Playing an Ambush unit as a Reaction happens after the trigger is already on the chain—so the Ambush resolves first, then Fiora's trigger resolves and doubles her Might regardless of the new unit.

Because her ability uses "when" (a triggered ability) rather than "while" (a passive ability), it doesn't re-check the battlefield state on resolution. The bonus is locked in once the trigger is placed. (FAQ #11178, #1231)