A peer is normally only created if replicating from a cluster that has another Cloudera Manager.
If you have two clusters using the same Cloudera Manager, your replication schedule should let you choose which Hive server and cluster will be the source and target.
If that isn't working out, please show a screen shot of what selections are availavble in your replication schedule.
I talked with the Cloudera engineering team and indeed, you are not supposed to create a peer from/to the same CM instance. In fact, our UI blocks that unless you trick it by using a different hostname or ip address.
We will work on improving our documentaiton to explain how to replicate between clusters managed by the same Cloudera Manager.
If you have any follow-up questions, we're happy to help.