is a very good one, IMHO. I'm glad they finally returned to the Sisko as Emissary storyline (took them long enough) and I agree that this episode is really the first of the Emissary Arc/Trilogy.
As for the prophecy - well, how else would it work? If Trekor had started talking about Cardassians, subspace whatevers and super advanced starships, the Bajorans of his time would indeed have thought he was insane. So, he used language they were familiar with. I agree that it's not the best way to record revelations from gods that have (in this instance) been proven to actually exist, but it's the best course available.
Imagine if someone from 2012 went back in time to the American South in the 1840s and started telling people that they should do away with slavery because one day there will be massive moveable machines the size of their houses that will go up and down their fields and do all their harvesting for them, so they therefore don't need to rely on slave labor. Imagine they then started going into intricate detail about how these things called tractors and combines work and are produced. The people of that time would just brush off the person's arguments like he was a lunatic.
Gilora is upset about this because she was hoping to marry him so that she could gain Federation citizenship, but instead she's going back to Cardassia where she'll be executed by the Obsidian Order. Who is she anyway?
I see what you did there.