The wheel must have the centre spacer, it is NOT optional. It isn't there just to help get the axle through, it's an essential spacer between the bearings.
The spacer slides cleanly through the bore opposite the retained bearing, but not through the retained bearing bore because of the bearing stop shoulder. I assume you forced it through that side?
The "fingers" or whatever they're called just centre the spacer so it stays between the bearing races and, as a bonus, help your axle find the bore. Whatever works is OK, I've seen bent coat hanger wire in there after someone ruined the fingers.
Drilling too deep through the retainer staking should not cause any trouble. Drilling right through into the hub... the hole should be sealed then, water inside the hub would not be ideal.