How to put a hole in a wall (VFX)
Resolve has a pretty solid tracking system built-in. I would recommend you track your footage first and make sure your trackers really stick to the wall. From there, you can go many ways.

The cheap and easy way is to just take a hole.png and attach it to the trackers, so it sticks to the wall. This might look bad though when moving around the wall, since the geometry of the .png will not change.

The more advanced option would be to export the tracked data (I would recommend pftrack for that) and importing the tracked camera into any 3d-software you like (such as cinema 4d, modo, 3dsmax, etc). There, you can create a 3D-Model of said hole by grabbing the texture from the original footage on the edges and then just blend into concrete/brick-textures you can find online for the parts that penetrate the wall. By now beveling inwards and shaping the mesh a bit, you should quickly come to a promising result.

For the next step, it is very important that you study the light from your scene and try to recreate it in 3D as accurately as possible. Lighting, the angle and color of it makes or brakes your 3D-composition.

When you're done with that, you can render out a sequence as long as your original clip from the perspective of your tracked camera. To get ultra-accurate results, you can also match the focal length and distance as well.

If you now take your rendered 3D-hole and lay it on top of your original footage (plus some blending and color grading to make it sit right in the footage) it should stick perfectly to your wall.

Hope I was able to help, if you have further questions please ask. Have a wonderful day :)