Hi Wanju,
For your first question the problem is that your motif is relatively short. That means that if your sequence database is large enough, even a perfect match will not be statistically significant. They only way you can work around this would be to reduce the size of your input sequence database. The discussion in this oder post may be helpful:
For your second question:
It looks like the headers in your sequence database don't follow the format needed for the '--parse-genomic-coords' to work.
>sequence name:starting position-ending position
If FIMO can't match the header to the required format, it falls back to just numbering each sequence starting at 1. You'll need to write a script that transforms the current headers into the UCSC format.