"You don't remember this because it hasn't happened for you yet." Everyone else came in from different points in time; it makes sense that Neal would too. "I arrived here from a later point in time than you did." Which Neal probably would have guessed at some point.

"He took Emma to New York. I'm not sure of all of the details on that either." Since they hadn't really been in a sharing mood when it came to him at that point. "They found you there."

He hesitates, but he doesn't think he can put off mentioning this any longer. It'll come out anyway, and make it easier to explain some things. "There's more. They had someone else with them. Henry. He's your son."