Ok, here's what doesn't make sense and how I understand things:
1) Future Hiro only knew to have Peter save Claire because he said it's what prevented Sylar from being invulnerable. And he was under the impression it was Sylar who exploded.
Yes Hiro thinks its was Sylar that blew up and after he tried to kill him he didnt die since Sylar had taken Claires power.
2) Peter's always had dreams that he's the one who exploded. But I don't understand why Future Hiro did not get that notion by talking to future Peter.
Peter is not telling anyone it think and Nathan told the world it was Sylar.
3) If Sylar was the one who supposedly exploded, but it turns out that Sylar's still alive, then who set off the bomb in NY???
Peter exploded and Nathan blamed it on Sylar then Sylar took Nathans place.
4) We know at some point Sylar sucked the brain of the painter, and probably predicted the future by drawing his picture as the president. Why couldn't he predict where Claire was all this time?
I dont think they can look at anything they want only what comes to them.
5) Future Hiro alluded to needing to kill Sylar which is what he told present-day Hiro to do, right? The images from next week's episode seem to allude to that.
Yes we should see Hiro and Sylar battle next week.
6) If Peter can absorb Claire's power, it doesn't make sense that he has a nasty scar.
but maybe blowing up is a lil handed to heal from.