Cross-talk can be an issue with these devices. Because they are high voltage, many end-users will encapsulate the optocouplers (and surrounding circuitry) with an epoxy or coating to further insulate the optocouplers. This epoxy is usually opaque, so it eliminates the cross-talk.

You can paint or otherwise coat and protect the optocouplers, but you will want to do some testing after the parts are coated to ensure the coating does not cause any arcing around the part at your applied voltage levels. Some customers paint the outside of optocouplers with a white paint to have more complete internal reflection in the optocoupler, increasing the gain of the device.

The two holes you mentioned are just depressions in the epoxy that are there to assist in centering the LEDs during molding. They are not significant to the operation of the optocoupler. They can be covered up if you like.