Small interferences and intersections are difficult math problems. My guess is if you open up the hole so that there is no interference then the fastener will display correctly. You have very large geometry relative to the size of the interference and part accuracy is likely a problem. You could also try increasing the accuracy.
The better approach though is to try and avoid having interferences to begin with.
It looks like you placed the screw first and then drilled the hole as an assembly feature. If you did this and used "automatic intersection" in the assembly feature, the hole will remove the geometries of any part that the software determines it intersects. In the assembly feature, you can turn off automatic intersection" and then remove the screw from the parts being intersected selected the component in the intersected models list and right mouse button to remove the component.
