Can I drill a hole in PVC conduit body to run a coax cable?
If there is a cubic inch listing on the conduit body it may be possible.
You still have to meet the wire fill requirements the CGB or clamp, x multiplier for the largest wire size has to be added to the total count of wires cubic inch.
This is the same as modifying a  listed J Box.
Your AHJ may not allow but if it has a stamped volume code has nothing stopping it.
If it is not stamped then it is not allowed to splice or modify. (Conduit body’s don’t have a approved size chart like boxes do).
Outside a cgb (cord grip bushing) that seals / clamps the wire would be required. Inside standard 2 screw clamps are ok.