I’ve read the sentence “After I’ll have finished eating my lunch by 2 p.m, I’ll go to the supermarket” and I’m confused because the rules say we should always use a present tense in a time clause but “I’ll have finished” is a future tense.
Your example is a mouthful of a sentence and not at all idiomatic.
We don't say: After I will have done something...
More likely in this context are:
After finishing (my) lunch (by 2 p.m.), I'll go to the supermarket.
After I have finished (my) lunch (by 2 p.m.), I'll go to the supermarket.
To use your construction, you would have to say something like:
I will have finished my lunch by 2 p.m., after which I'll go to the supermarket.