So this is ominous looking, eh?
This sort of phenomenon is called a fallstreak hole (or cavum, hole punch cloud, punch hole cloud, skypunch, cloud canal, or cloud hole…and I can’t tell you which of those names is the coolest ‘cause they all are). It occurs when the water temperature in the clouds is below freezing but the water is in a supercooled state (being below freezing but not yet a solid). When the ice crystals do form, the droplets around the crystals evaporate, leaving the hole.
Apparently they’re a fairly rare thing and have been (understandably) mistaken for UFOs.