What are these holes in my Connect Wall?

^{An entry in Fortnightly Topic Challenge #42: Wordless Connecting Walls}

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"Why on earth are there blank spaces in your connect wall?"

"In my defense, you just asked me to make categories with four words in them; you never said how many categories."

"It’s a 4×4 grid! How many categories do you think? Ugh, I need to get this published in five minutes!"

"That sounds like a ‘you’ problem to me."

"Are you kidding? It’s your fault!"

"Hey, I delivered what you asked for, didn’t I? I even went through the trouble of making cryptic clues! All right, here’s an idea: publish it anyway, and call it the ‘Hole in the Wall.’ Just pretend the holes are intentional, you know, for the pun."

"That’s the stupidest idea I’ve ever heard! And what if someone asks what kind of holes these are?"

"That’s…a good question."

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Notes:

• The final answer is a four-letter word that answers the question, "What kind of holes are these?"
• This puzzle assumes familiarity with the connect-wall genre.
• In case you have trouble viewing the image, here’s the transcription.