I can touch on a few points.
Not sure how Nova (aka Richard) survived the gun shot to the head, but in terms of what happened to him with relation to the agency - he quit or they let him go. We know Zizek was his handler similar to Zero and the horse collectors comment from Sarah Cooke directly connects to Richard's horse/phase shift story the issue after that. The circumstances for why he quit/let go we don't know.
In terms of Nova's phone in issue 3, I believe it was Zizek calling him (given his knack for two timing the agency) given Nova's words "two of your agents...and I'll kill the girl obviously" which would explain how Nova can get on to the facility in issue 5.
As for what Zero saw in issue 7, probably child porn given the guard's dialog of "the boys have to get their kicks somewhere" and the dialog after that. Though a snuff film be that too, I've seen both thoughts mentioned.
Not sure where its going myself. Its a story of a man's life, but how that ends given how the world ends up due to a decision he made I'm unsure. My hope is that future issues flesh out Nova more and I hope we see Mina again as she was taken from us too soon!
However one thing from the solicits of future issues I noticed is that their are a number of ties to issue 1 - the Biet Hanoun incident especially given Carlyle's comments on that in issue 4 its certainly fishy. But I do agree that their are a number of mysteries and hopefully they will be solved soon and I have faith Kot will do that.