We study two problems arising from geometric control theory. The Problem I consists of extending the concept of horizontal holonomy group for affine manifolds. More precisely, we consider a smooth connected finite-dimensional manifold M, an affine connection ∇ with holonomy group H∇ and ∆ a smooth completely non integrable distribution. We define the ∆-horizontal holonomy group H∆∇ as the subgroup of H∇ obtained by ∇-parallel transporting frames only along loops tangent to ∆. We first set elementary properties of H∆∇ and show how to study it using the rolling formalism. In particular, it is shown that H∆∇ is a Lie group. Moreover, we study an explicit example where M is a free step-two homogeneous Carnot group with m≥2 generators, and ∇ i...