I watched some videos and found some robots drill a round hole for shaft, and some robots cut the flex wheels into half, are they legal?
Yes, by rule R15 in the manual modification of most non-electronic components is allowed. See the game manual for the full rule.
R15 in the official game manual will answer your question.
Whatever you decide is legal… do a good job. On ANY bot there should not be sharp edges and pointy things to entangle other bots, cause cut fingers, etc.