All this talk about calling red alert... I thought Andrews did that as soon as the ships came through and she realised what they were? Or am I mistaken?
And yeah, the Jem'Hadar have been seen to beam over long distances (Third Talak'Talan, anyone?), and through shields and forcefields.
As to the station being on a war footing, well, the Jem'Hadar would be expecting that.
And for those saying "Why didn't they call the Founders?" Well, I seem to recall mention of queries to the Founders when the bug ships started appearing going unanswered, and the full armada didn't exactly leave much time for a further contact with the Great Link prior to attacking.