I don't like the Futur as *I* found it too heavy for me, I prefer lighter razors in the Merkur family. This would likely NOT be the primary cause of your woes. While I don't *like* the Futur, I can get a decent shave from it. So here are my tips on DE shaving, should you decide to give it another whirl.
1. If you have success with any of the newfangled multibladed monstrosities out there, it is because the razor takes away your ability to adjust the shaving angle. In other words, you CANNOT hold it wrong... you can MOVE it wrong, which is why you have issues with nicks on sharp Mach razors, and you would have the same issue with a DE razor if allowed to move in the wrong direction.
2. DE razors put YOU in the drivers seat. If your shave is not close, or it's scraping and you feel raw afterwards, or you get nicks and bleed from it, it is because YOU control it 100% of the time and have allowed it to go off the rails, it will never correct for incorrect angles or movements. My emphasis on YOU or MOVE is to simply point out what I mean, it does not mean I'm accusing you of anything, I'm just trying to point out where the issue lies.
3. The correct way to start a shaving stroke with any DE razor is to start with the top cap against your face and the handle sticking straight out. Now you will drop the handle until the blade just starts cutting your beard and you keep this angle between the skin and the blade for the full stroke. As your face is not flat, YOU must adjust the angle as you go... Apply no pressure to the head, allow the weight of the razor to do that for you. In the case of the Futur, I found it so heavy that I had to actively keep some of that weight off my face, thus my dislike of the razor. But, my dislike is MY finding, others have different results, so these sorts of preferences only apply to the individual.
4. If you start with the safety bar against the skin and raise the handle until the blade starts cutting, you are scraping the blade against the skin! If you add pressure, it gets worse and you will be raw and red after shaving and your beard may not have been shaved as close as you would like. Many attempt to adjust the settings on an adjustable razor to make it "less aggressive" but trying to adjust away improper technique is rarely successful.
5. Adjustable safety razors are fun, have dodads you can twiddle, and most gents can't seem to stop playing with the settings. I have had 3 different adjustable Merkur razors and all three ended up getting set to the same settings as a fixed Merkur HD, which is now my only DE razor.
6. There is this "issue" of Merkur Vs Gillette I would like to mention. I have found over the years that gents are rather polarized about such razors. I for example, cannot get a decent shave out of a Gillette razor to save my life, and I have tried and tried. Other gents swear the other way, only shaving with Gillette razors and nothing else.... I cannot explain why this is, but it just is.
7. All that remains is the prep work.... Lots of water with soap or cream (none of that Gel or Foam out of an aerosol can, it does not work), warm wet beard and everything else should fall into place.
8. About nicks and cuts with razors. Generally, it's very hard to cut your skin if properly lubricated with lather if you use a push cut. But, if you allow the head of any razor to move even the slightest bit sideways, cuts can happen very quickly. Small pimples and the like CAN get knocked off in spite of correct razor head movement, but these end up being what we refer to as weepers.... rarely causing any issues and are usually healed and gone by the next shave or two.
9. And last, but not least... you must learn when to say when. Sometimes, it is simply not possible to shave BBS (Baby Butt Smooth) over ones entire face. I have such a spot where there is simply nothing I can do but accept a slight stubble feel in that area, no matter the type of razor. If I attempt to remove that last little bit in that area, my results are either ingrown hairs or a blood bath, with the stubble remaining. So... I chalk it up to life and luck of the draw and I just don't worry about it any more.
I hope this helps you out.
Regards
Christian