Q.many small holes in newly planted broccoli
After planting out broccoli I noticed that after five days that four of the plants’ leaves had many small holes in them. I removed the plants and inspected them but could find no sign of insects or any other visible signs of pests. I removed the damaged plants and replanted some extra undamaged broccoli, these appear to be good even after 1 week, however what would have been plant number five in the same row is now showing the same problem as in the first four plants, please see uploaded pictures.

Certified GKH Gardening Expert
Certain pests do their eating at night so you may never actually see who's munching your broccoli plants. Here's a good article that will help you deal with this:
https://www.gardeningknowhow.com/edible/vegetables/broccoli/common-broccoli-problems.htm