The helpful posters above have selected the outer edges of each UV island. This highlights all edges, and so any holes (eyes or mouth) show up too. There is no need to ‘cut out’ the eye holes - this is already done, and I don’t know what extra you could do.
The general suggstion is that Zbrush commonly produces UV maps that need to be flipped (vertically) before they can be used in other DCC packages. Unless you specifically know that you checked for this, might be worth a look.
Other possible cause of your problem might have been overlapping UVs, but it looks like Zbrush did a reasonable job there.
Last thing I can think of is to make sure all your UVs are within the 0-1 tile (the first UDIM) for Xnormal. If it overlaps the boundary, that could cause funkiness. It’s difficult to tell from your screenshot, so worth a look.