Hello Roberto
I think the CloseFitDrill option refers the Fit option located below the Size field in the Holes menu. See below option. They refer to the types of fits associated with a hole. Information on types of fits is available on the internet which you can check out.
Regarding the second question about the error while creating a thread, it appears to be a defect. So I have submitted BUG 463209 for this issue.
You are navigating away from the AIS Discovery experience