this is something I pondered as well, because there was an epsiode (titled "fury" i think) when a Kess from the future (kess as old woman) comes back in time and halps the kazon capture voyager or something because she hated them for opening her mind to her powers or something.. then later in the series she leaves the ship as a ball of light or some sh.it.. so how could she be an old lady Kess who goes back in time if she is a ball of energy instead?
edit - okay now I see you are talking about the episode I am.. but in the episode, Kess goes back and captures the young kess to take her to her home planet.. so the Fury episode had to have aired before she left the ship as energy, right?