The reason you are unable to close out the request is that the OCLC Status is showing "Received - Overdue." Here are the steps you need to take so you can check in the book:
I suggest you go to the OCLC Request tab and then select the Recall button.
You can do this for any item you shipped except Unconfirmed-Received. If the status is Unconfirmed-Received, then you will need to recall it in WorldShare ILL.