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They are ok. Pumpkins are normally orange, but can show in colors ranging from yellow to green to white. They are fine andok to eat.

Once the seeds have sprouted, they have to grow. And it is doubtful that they can survive the winter as seedlings indoors.

That being said, it is likely not the lack of holes that caused them to sprout, but that you are storing them in a place that is too warm. The best place to store seeds is in your crisper drawer in your fridge. This will keep them cool enough to prevent germination but not so cool that the seeds die.

You can go ahead and pot them up into soil, if you would like. But, they will have a difficult time surviving the winter indoors. You can give it a shot though. Just make sure they get LOTS of light. That will be the hardest thing, is getting them enough light. It is very hard to get them enough light indoors once they are past the seedling stage. This info may help you: https://www.gardeningknowhow.com/houseplants/hpgen/fluorescent-lighting-for-indoor-gardening.htm

Once they have sprouted, you cannot stop them from growing.

It will continue to ripen off the vine. This article will help:
https://www.gardeningknowhow.com/edible/vegetables/pumpkin/getting-green-pumpkins-to-turn-orange-after-the-pumpkin-vine-dies.htm

It could be any number of pests. I personally like neem oil for dealing with harmful pests. It is organic and will not harm people or pets. Here is more information: https://www.gardeningknowhow.com/plant-problems/pests/pesticides/neem-oil-uses.htm

You could also check for vine borers. These usually affect squash plants but will also attack pumpkins as well. Here is more information: https://www.gardeningknowhow.com/edible/vegetables/squash/squash-pests-identifying-and-preventing-squash-vine-borer.htm

This article should help: https://www.gardeningknowhow.com/edible/vegetables/pumpkin/pumpkin-growing.htm