Ok so, couple of ideas here,
The road demon didn't come of his own accord, he was sent, sent by a mortal human. That might have effected his ability to cross the threshold successfully. Case in point, grevane sending zombies into Harry's house, the only way that should be possible is because they were tied to him. Being physical vessels power by magic it should have torn them apart to enter but that wasn't an issue then.
As for the huntsmen, they, like the kraken may have been human/mortal once. So they might have been able to break thresholds without as much issue. I'm starting to think quite a few supernatural creatures were once human before becoming something else, and what they become changes how they interact with thresholds directly. Take ghouls, pretty sure they were originally human, do ghouls have problems with thresholds? Idk, but it's never been mentioned either way that I recall, but I'm thinking they aren't bothered by it, existing with limited magical properties and having a flesh and blood body, I think they can walk right through. It's only things existing from magic/in the NN that seem to have threshold issues I think?