Paul and Peter knew they were not living in the last days and that they would become Martyrs, I think they understand they were living in the last age, Adam to Noah, Noah to Jesus and Jesus and his church until Jesus raptures us then returns 7 years later. So, that is no biggy, but the reason I say this is Matt. 24:4-14 yells them when the end comes, later on (verse 6) and only after the Gospel had been preached unto all the nations, thus they knew until China, India and the Scythians (modern day Russia) were evangelized Jesus could not rapture the Church. They even all knew they would be Martyrs.
Now, as per the Day of the Lord we mostly agree, it starts via God's Wrath at the 1260 event, God starts taking back His kingdom on earth from Satan who tricked Adam out of his dominion. So, the Day of the Lord is 3.5 years PLUS his 1000 year reign on earth. This is meant to convey guilt upon Satan, when Satan's 6000 year rule of Murder, Mayhem and Wickedness is Juxtaposed against Christs 1000 year rule of Peace, Joy and Love. This is why Satan is only bound in the pit for 1000 years, he must be judged. Then this Universe is set ablaze where it will burn forever, Satan in the end wins his prize, he and all of his demons and those he deceived will live eternally bound to earth, which is set ablaze. I think this earth is the future hell. W mostly agree on the 1000 year, then the destruction of this current universe.