The function set_Schussloch() is called on every client and on the server.
--> The code in your function makes no sence, because every client will send the current position of the bullet hole.
Also removing will cause problems. The client that was the fastest, will delete the bullet hole. The other clients are still in the waiting phase and when they want to delete the bullet hole, the pointer is already invalid --> Error!

This is how I would do it:
Create the bullethole local by using an event. You pass the position where the bullethole should be created through the msg parameter of the event and in the event function you use a normal ent_create() to create the bullet hole.