This is a pretty common problem, and one for which I have found no explanation. Some of the latches work nicely and some don't care to play and there doesn't seem to be a common cause.
With the windows, first of course, make sure that the side arms are completely down in the bottom of their tracks and not caught on one of the notches.
Once the window is 'down', the solution to getting the latch to catch the slightly open window is to push in on the latch handle before you turn it. It will get the tab on the latch into the slot on the glass, and then it will snug it up nicely.
When one of the lock knob levers is sticky, you can pull it toward you while you turn it. I have a couple that are very sticky, and sometimes rocking it a little as you close it causes it to slide shut more easily. Undoubtedly a little lubricant would help that as well.
AIR 2053 Current: 2006 Born Free 32 RQ Kodiak Chassis, & 1995 Coachmen B-van
Former Airstreams: 1953 Flying Cloud, 1957 Overlander, 1961 Bambi, 1970 Safari Special, 1978 Argosy Minuet, 1985 325 Moho, 1994 Limited 34' Two-door, 1994 B190 "B-Van"