I think I'm having the same issue discussed here:
https://forum.solidworks.com/message/764327#comment-764327?q=assembly hole feature
See below. I have holes in the assembly, scope to cut through a single part, and when finish the command, I get no holes. The larger hole between the two small holes is a different assembly hole feature and it does work.
Sometimes I get one hole, sometimes none. I tried using an assembly cut feature instead & got the same result.
Is this a documented bug? I haven't contacted my VAR yet - not looking forward to it after the last interaction.
I see you've created these holes as a Hole Wizard feature in the Assembly. I assume that's because you're referencing other Parts for the hole locations? If so, have you tried editing the component within the Assembly and applying the Hole Wizard feature at the Part level instead of the Assembly level? That would still allow you to reference other components, and might be more stable. To tell the truth, I can't imagine a situation where I'd ever want to use an Assembly level feature to modify a single component. As I'm typing this it occurs to me that you might not want the feature to carry over to the Part, which would be the only reason I can think of, but if so you could have multiple configurations of the Part, with the feature suppressed as needed.