I'm mainly asking this with regard to closing attempts after defeating a henchman, but there may be other situations when this is relevant as well.
Say I encounter a henchman on my first exploration of a turn. I defeat said henchman and am granted the opportunity to immediately attempt to close my location. Does that closing attempt count as part of the exploration? Can I use a blessing of Baphomet to add 2 dice to my closing check? If I need to defeat a Cultist of Baphomet, does she still deal 1 combat damage to me?
Similarly, if I'm playing as CD Alahazra and I defeat a henchman by invoking the fire trait, can I move after attempting to close the location?
I hadn't really thought about it before, but I can see an argument that the word "immediately" would suggest that the closing attempt is considered part of resolving the encounter and thus is still part of the same exploration.
I'd say that it ends once all the things that happened due to your exploring end. So, an opportunity to close from a henchman happen during the exploration.
EDIT: Yes. See this related question.