I found this about pests in capsicums.

"The most common cause of holes is heliothis attack, but eggfruit
caterpillar and potato tuber moth can also cause them.
Low temperatures at time of setting can cause splitting in the end of
the fruit."

No idea what heliothis is. The info comes from Queensland
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Cheers,
Loki [ Brevity is the soul of wit. W.Shakespeare ]