Yes, there are probably two problems with that hole:
the Follow me tool is not accurate (more exactly has glitches) whit arcs running around corners and often leave those overlapping segments you can see on the top of your picture.There are workarounds for this (like using1/8 spheres to "cap" the corners). the size is most probably very small (like in millimetres) therefore facets are not closed (this is the "hole).
Scale your object up with like 10 times, heal the holes and scale it back to real size.