Note that default NX9 now ignores the holes.
If you whant to avoid some holes:
From what I could see, maybe I'm wrong, what you can do now is add new set, with holes NX you want to avoid .
Ok, option to control holes, island, champfers is in top of screen.
Glad you found it on the Selection Bar. Many selection options or intent settings that are common to multiple dialogs can be found here.