Looking at your image, I notice these possibililities:
1)If the entire closed boundary is not visible on screen during hatch, you will get messages of no closed boundary. If this is the case, you will need to use Charles' second suggestion (add non-plotting boundary lines to divide the complex boundary into smaller areas, instead of hatching the whole boundary at once.
2)If you have overlapping lines (think rectangles next to one another, one atop another), the duplicate lines may confuse the boundary analysis. If so, try overkill.
3)moving the orgin can sometimes help. Using a less dense hatch pattern as a start can often trick the boundary into a less detailed closure analysis.
4)The elevation of the boundary lines is important. If some lines have an elevated z, it might be hard to spot a gap. Flatten can help.