It happened in Battle Scars. And I really wish the picture wasn't accurate. I think Ultimate Fury showed up in Miles' book once or twice, but admittedly I could be remembering something else.
Although I thought Ultimate Fury was running around on Earth 616 now?
So to keep track: Ultimate Reed is hanging out with the Cabal, while Ultimate Spider-Miles is hanging out with both Spider-Man and his Amazing Multiverse Alternatives and the Time Displaced X-Men, who are also hanging out with the Ultimate X-Men, all leading towards Battleworld and the "big March shakeup that is the biggest thing Marvel has ever done event-wise" according to the Marvel spokespeople. So, no doubt, the end game here is ending the Ultimate universe, and a couple of the other timelines, in order to merge the more successful elements into one cohesive universe, until they run out of single multiverse idea and start that up again. I wonder how much of M2 will be brought over. Mayday Parker is already hanging around Spider-verse. Spoiler Tag, sucker. Keeping track of this crap is a nine-to-five job in and of itself.