Screenshots should really be a first resort for issues like these. An experienced user can often spot an issue on sight that a new user may not have developed the vocabulary to adequately communicate yet. No one will ever waste a post chiding you for providing too much information about your problem. 
As far as I can tell from your description, there are two things going on here.
1-The “hole”.
-
First, make sure it actually is a hole, and not a display issue with a twisted normal which would be somewhat more common. In Tool> Display Properties, switch on “Double”. If the hole disappears, it’s just an issue with a polygon being twisted around. Further smoothing should fix it.
-
If it is actually a gap in the polygons, further smoothing will likely enlarge the hole. If you have no subdivision levels, you can fix it short of a full Dynamesh by using Tool> Geometry > Modify Topology > Close Hole.
-
If you do have subD levels, you will have to Freeze Subdivision levels to fix it at the base level either with Dynamesh or Close Holes.
2-Loss of detail during Dynamesh.
-
You have to increase the resolution slider to capture increasingly finer amounts of detail with Dynamesh.
-
If you are using “Freeze Subdivision levels” on a mesh with multiple subdivision levels the detail from your original will not be projected until you exit Freeze Subdivision Levels mode. This mode is essentially an automated version of the subtool projection method described here.
-
Mesh scale matters with Dynamesh. If your mesh is abnormally small in the Zbrush worldspace, you may have trouble capturing all the detail even with max Resolution.
If increasing the resolution slider fails to capture the detail, or takes a prohibitively long time to complete, you are working outside of the optimal range for Dynamesh. You should transition to a multiple subD level sculpting process for sculpting fine detail. I believe I’ve already explained to you how to do this, but will provide that info again upon request.