I use "samtools depth bam" but get some zeros at the 3rd column.

1. It says "positions with zero coverage may be omitted by default" with "samtools depth", why did I still get 0?
2. Should I use the original bam file or the bam file after mark duplicates and realign the indel region?
3. Is there any difference between "samtools depth'' and "samtools depth -q 0 -Q 0" in samtools (version 1.3.1)?
4. How can I do this in multi-threads? I can't figure out the right way of using "nthreads=" Thank you.