I'm using Altium 19.
The Measure Primitives tool in Reports -> Measure Primitives returns the X, Y, and direct distances between two items at the closest point. Additionally, a popup window includes other information.
With items that are parallel at a 45 degree angle to the sheet, some of the displayed information gets overwritten. See the attached example.
I could not find settings for the orientation of the blue and yellow X, Y and distance rendering location by either searching their instructions or by settings in Altium.