Hi Elizabeth- You can drill holes in glass with a diamond drill bit.
I use the sintered (or is it sinstered, I can never remember) bits
not the plated ones. They cost a bit more but they do last longer
and you will burn through bits when drilling glass. I drill alot of
Borosilicate (Pyrex) glass and I go through bits like there’s no
tomorrow and the sintered ones are a joy compared to the plated
ones.
Just make sure that you use a lubricant when you use a diamond bit.
I generally drill under water and yes I use my flex shaft but am
very careful as i only submerge the bit as little as possible.
You can use rivets to connect your pieces or epoxy. I’m sure the
good Orchid people here have many other ideas for cold connections
for you.
I have tube set gems and slid the tube through the hole in the
stone. They flared the tube in the back to finish it off. (actually
I do the flare part first, set the stone then slide it in place).
Needless to say there was some epoxy in there to keep the tube from
going anywhere.
If you want to drill bigger holes you can sometimes get away with
masonry bits but it takes longer. But there are diamond core drills
out there as well.
Hope this helps-
Carree