The show has a lot of explaining to do.
1. Hiro said he wasn't able to kill Sylar (thus the explosion still happened) because he regenerated (thus he already has the regeneration power of Claire), but...
2. Here is Sylar as President with the "LIVING" Claire.
I think it is still consistent. We actually have 3 alternate realities here.
The first is when Sylar kills Claire and Sylar explodes and regenerates. So future Hiro goes back in time to tell Peter to save the cheerleader and save the world.
The second scenario happened last episode. After future Hiro went back in time to warn Peter, Peter did save Claire. Sylar doesn't have regeneration capabilities in this one (yet). It was Peter who exploded and regenerated but "Sylar-Nathan" covered it up and told the world it was Sylar who exploded. Probably, the "fake" Nathan told Peter he killed Sylar already, but it was Sylar "faking" his death to hide from Peter and the rest of the world. Even the "future" Hiro thought it was Sylar who exploded all along.
The 3rd reality is what future Hiro was really hoping for. Peter saves Claire, and "present" Hiro kills Sylar. But of course, it was only last episode that "present" Hiro knew he was supposed to kill Sylar. The next three episodes will tell us whether this will happen.