If I have active location and during active phase my her get 6willpower and threat is just 2, and I need 2 point to explore that location! What happen with other do I put that on quest as progress token or what?

Yes, 6 will - 2 threat = 4 progress tokens. You would put two on the active location (which explores it) and then put the remaining two on the active quest. If you have excess progress tokens after exploring the active location, they carry over to the active quest.

However, if you have excess progress tokens after completing a stage of the quest, those do not carry over.

ok, ty for answering.