Sometimes non-active locations can get progress tokens (e.g. from Northern Tracker) and have/accumulate an amount at least of their quest points.

Are they then immediately discarded? Do they count as "explored" in game terms?

Or can a location only be discarded with progress tokens if it is the active location, so even if loaded with enough progress tokes it has to become the active location first and is then immediately discarded?

From the FAQ :

(1.18) Explored Locations Leaving Play

A location card is immediately discarded from play any time it has as many progress tokens as it has quest points, whether it is active or not.