If it where me I would remove the suspect picece of rock hold over a bucket and pour carbonated spring water through the hole, if nothing happens get some bendy wire of some sort and give it a good poke!..lol If its a crab they will hang on for dear life, if its a matis it will come out with no issues what so ever with RO or carbonated spring water. Some large aggressive crabs will burrow through pourous live rock, and as they grow they dig bigger holes.
If no look with that piece of rock I would take drastic action
Try the dipping and carbonated water method on all rock with no coral on it. Dont worry about mini feather dusters etc, as these are quite hardly and all mine survived an original 30 min dip when my rock came in. The bits with coral attached I would use the carbonated water running through the wholes method. Most coral will be OK out of the water for a few minutes while you do this. I had zoos and evn some hard corals that where attached to my live rock survive a 30 min dip with no ill effects.
Your at a turning point now where you have to find out whats going on, and i'm afraid tearing down the tank is the only way to go to be sure.
It could be just that you have been unlucky and the fish have died from something in the water and have been eaten by your clean up crew or any pest crabs you have.
At least you dont have too many attached corals to worry about, 90% of my rock work now has stuff attached but if I started loosing fish at that rate I would still do a strip down.
Hope you catch the little bugger soonnnnn, so you can move forward with your tank