You’re actually talking about four different protocols here.
Thread for nest
Thread from the thread group (A cousin to the older thread for nest, but not identical)
Zigbee and the two threads run in the same frequency brand band but are not the same protocol.
Thread for Nest
If you want a lock that can function in the nest ecosystem, in particular that can be triggered by nest presence, you kind of have to go with a “works with nest” lock, which means thread for nest.
Thread from the Thread Group
Thread from the thread group is still in development, the developer docs were just very recently released, there are no devices that work with it yet, so frankly I would just set that one aside for now. It will be important starting in summer 2016, but not for anything you can buy before then. Samsung is a founding member of the thread group, and the SmartThings hub is “thread capable” but that capability is not turned on yet and it will require probably both a software or firmware update. I wouldn’t expect to see it anytime soon.
Zwave and Zigbee
If you want a lock that currently works well with SmartThings, you’re going to go with either zwave or Zigbee.
Here’s the FAQ on Z wave versus Zigbee, but it’s mostly a matter of personal choice.
The currently available Danalock V2 doesn’t have thread for Nest support, but rather offers a fifth protocol, Bluetooth. A new model has been announced for the end of this month, but you can’t buy it yet. (It just says “thread” but that would have to be thread for nest as the other thread is not yet deployable and they announced that it would work with nest in the same press release.)
Nest does not yet list it as a partner:
The WiFi Problem at Your Front Door
The biggest issue for many locks is that boosted Wi-Fi can interfere with Zigbee, and obviously when it’s a doorlock you can’t just move the device 4 feet to the left to try and avoid interference. So Zwave locks have been more popular just because they’re less likely to run into the problem. ( wi-Fi does not interfere with Z wave.)
If you want to add a Wi-Fi camera, including a Wi-Fi doorbell, then I would generally think a zwave lock would make more sense unless you’re going to buy both devices from one brand which are designed to work together. Because otherwise you run into the problem that boosting the signal for the Wi-Fi video, which almost everybody ends up doing, interferes with the zigbee lock communications.
Specific Lock Brands
As far as Danalock, read the reviews. It tends to be the lowest rated of any of the locks.
Yale and Schlage are more popular in the community except for those looking for budget locks, and then Kwikset is popular.
All three work well with SmartThings for basic open and close operation. I don’t believe the official device types for any of the three support things like setting custom codes. But there is community-created code that can do that.
So I guess the first question is do you want something you can buy in the next month or so? Or are you willing to wait until next summer? Or do you want to buy something you can use now with the thought that you may eventually replace it?
Long-term, I do think thread from the thread group is going to be very important in home automation. It’s just we’re nowhere near seeing actual devices for it yet.