I ran mine through some pre-existing electrical conduit that goes to an outlet box on the roof, under the rack. One of the benefits of starting with a decommissioned news van.
FWIW, my van roof has a number of holes, some in use, others covered. I wouldn't sweat too much about making a hole. They aren't hard to seal. The only leaks I've had were through door seals when the van was sufficiently non-level.
I'd be more worried about any way that the cables could rub through their insulation somehow.
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'99 EB ex ENG KSWB news van, low rent 4x4 conversion (mostly fixed by now), home built interior.
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