Exploring lesser-known features of Java threads, such as thread names, priorities, local storage, daemon threads, and processor affinity, can significantly enhance debugging, performance, and reliability in high-scalability systems. Thread names, which are mutable and can be customized, are particularly useful for debugging by following naming conventions that simplify error-resolution processes. Thread priorities, ranging from 1 to 10, influence CPU time allocation but are merely recommendations for the OS thread scheduler. ThreadLocal storage allows for unique data management per thread, providing valuable context in error handling scenarios, while user and daemon threads determine the criticality of thread completion for process closure. Lastly, processor affinity binds threads to specific CPU cores to optimize cache usage and improve throughput, particularly in high-frequency trading environments, although Java requires external libraries for native affinity support.