The Quranic verses and also narrations (revayāt) indicate that the Imams (a.s.) are aware of our actions throughout the day and night, and that our deeds are presented to them. As for why one Imam gives advice to another Imam, it should be said that the Imams' knowledge has been bestowed upon them by God and there would be no problem if one of the Imams acquires or derives knowledge from the Infallible before him. For further information, read the detailed answer below.
In order to enter the main discussion and draw a precise conclusion, it would be necessary to first read the following preface.
Knowledge of Imam (a.s.):
If we examine the resources and teachings available concerning the traits and characteristics of the pure Ahlul-Bayt (a.s.), it is clearly inferred that the infallible Imams are informed about people's actions and deeds, and in specific situations and circumstances, they take action to guide them and mend their behavior.
Given the Imam's important responsibility in terms of Islamic insight in the system of the universe and in the Islamic society and that the people are under the obligation to follow them without question, naturally such a reality requires the Imam to have full knowledge of all religious and worldly, major and minor affairs and anything that is related to people's guidance. Even on this basis, Shia believes that: firstly, the Imam must be the most knowledgeable of people. Secondly, his knowledge must be intuitive, immediate, comprehensive and divinely-gifted. It is for the same reason that when a discussion revolves around the nature of the Imam's knowledge, terms such as "knowledge of the past, present and future" are used. For example, in his Usul-e Kaafi, late Ya'qub Kulayni has rendered a chapter entitled "The Imams have knowledge of the past and future and that nothing is concealed to them." Also, Allamah Muhammad Baqir Majlisi has related 22 narratives in the twenty second volume of Behar al-Anwar. According to those narratives, the Imam has knowledge of whatever is taking place in the heavens and the earth, Paradise and Hell until the Day of Judgment and there is nothing which the Imams (a.s.) may not have knowledge about. A careful look into the purports of these narrations will reveal the fact that the pure Imams (a.s.) are aware of the actions, conducts and even the intentions of their followers. In addition, the Imam of Time (a.s.) is quoted as having said: «لایعزب عنا شیء من اخبارکم» Nothing remains concealed from us about you. We know everything about you. Therefore, this narrative does not leave the least doubt concerning the knowledge of the Imam of Time (a.s). 
Presentation of Actions
It is easily inferable from the Quran and sayings of the infallibles that the Prophet (pbuh) and Imams have knowledge of the actions of the Ummah (nation). The Holy Quran says:
"قل اعملوا فسیرى الله عملکم و رسوله و المؤمنون»
[And say (unto them): Act! Allah will behold your actions, and (so will) His messenger and the believers.]
There are too many narrations about the infallibles' knowledge of the unseen. In regards to the above verse, it has been narrated from Imam Sadiq (a.s) that he said: "All the deeds of people, good and bad, are presented every morning to the holy Prophet (pbuh), so be careful of your deeds!"
In another narration, Abdullah bin Abān says: "I asked Imam Reza (a.s.) to pray for me and my family."
The Imam said: "Am I not praying? By Allah, your deeds are presented to me every day and night, and I pray for whatever is expedient [to you.]."
Abdullah says that he was amazed to hear that the deeds were presented to him (Imam Reza) during the day and night. Seeing my amazement, the Imam said to me: "Do you not read the Quran where it says, "And say (unto them): Act! Allah will behold your actions, and (so will) His messenger and the believers." By Allah, "believers" [in the verse] refers to Ali bin Abi Talib (a.s.). 
Since all of the Imams, peace be upon them, are as a single soul and they are a single light, any rule that is proved about one of them will be true with all the rest of them. The above verse which denotes the Messenger and the believers' knowledge of our deeds indicates Shia's belief in "presentation of deeds" to God's noble friends (Awlia-ullah). The presentation takes place daily, weekly and monthly. If our deeds are good, God's noble friends will be pleased with us and if our actions are bad, they will become worried and sad. Belief in this doctrine can have a very profound effect on the education and piety of individuals.
Having said that, it is important that every individual should act, as far as it lies within him, in such a way that pleases the Messenger of Allah (pbuh) and the Pure Imams (a.s.). It has been reported that one day Imam Sadiq (a.s) addressed a few individuals who were in his company as such: "Why do you displease the Messenger of Allah?"
One of the people in the gathering asked: "How do we displease the Messenger of Allah (pbuh)?"
Imam Ja'far Sadiq answered: "Don't you know that all of your deeds are presented to the Messenger of Allah (pbuh)? If he sees a sin in your actions, he will be unhappy and displeased? So, do not displease the Holy Prophet (pbuh) with your bad actions; rather try to please him by doing good deeds."
It is inferred from the Quranic verse and the above traditions and similar narrations about presentation of the deeds to the Imams (a.s.) that the Imams (a.s.) are aware of Shiites' deeds and actions.
It is also clear from the above that the verses and traditions are in no way contradicting each other.
There are also narrations concerning the second question indicating that our deeds are submitted to the infallibles at specific times like the nights of Qadr (destiny) and other times. These narrations do not contradict the Imams' supervision of our actions at all times. A simple example is a department's manager who is informed and aware of whatever is going on around him under his management but at the end of the week or month or other times, the reports are submitted to him to sign them.
As for the second question as to why one Imam gives advice to another Imam, it should be said that the knowledge which the Imams have is the knowledge bestowed upon them by God. Thus, there would be no problem if one of the Imams acquires or derives knowledge from the Infallible before him. It has been said that when the Holy Prophet (pbuh) was on death bed, Imam Ali (a.s.) was with him. Imam Ali (a.s.) said: "The Messenger of Allah (pbuh) whispered into my ears a thing which opened to me a thousand doors of knowledge each door lead to a thousand more doors." Also, when Imam Reza (a.s) gave advice to Imam Jawad (a.s.), the latter had not yet attained the position of Imamate to have knowledge of Imamate.
 - Muzaffar, Muhammad Hussein, Ilmul Imam, vol.3, pg.17; Muzaffar Muhammad Hussein, Imamology (Imam Shinasi), vol.42, pg.11, Lesson 65 – 67. Maktabat al-Shamelah.
 - Al-Majlisi, Muhammad Baqir, Behar al-Anwar, vol.53, pg.175, Al-Wafa Institute, Beirut, Lebanon, 1404 A.H.
 - For further information about the Imams' knowledge, vide: Knowledge of Divine Saints 189 (953); The Imams' Knowledge of the Unseen, 2775 (site: 3259).
 - Al-Tawbah: 105.
 - Al-Kulayni, Muhammad bin Ya'qub, Al-Kaafi, vol.1, pg.219, Kitab al-Hujjah, under chapter entitled: "Presentation of Deeds to the Prophet (pbuh) and Imam (a.s)", Darul Kutub al-Islamiyah, Tehran, 1986.
 - Ibid, vol.1, pg.219, hadith No.4.
 - Ibid, vol.1, pg.219, hadith No.3.
 - Balkhi Hanafi, Sulayman, Yanabi'ul Mawaddah, Sayyid Ali Jamal Ashraf al-Husseini, vol.1, pg.208, first edition, Darul Uswah Publications, 1416 A.H.