There are multiple issues raised in your question:
What I am unable to find (and Google Flights does not either) is this route in a single ticket.
That one is easy: Google Flights will tell you if the flights aren't one a single ticket:
(NB: "may" is a very important word here).
If you don't see this red warning, it should be single ticket. If you end up buying on the website of an airline, it's nearly necessarily a single ticket anyway. If you buy on a third party site (which everybody here will recommend against), then it's more difficult to know for sure/in advance, but generally if it's not Kiwi it should be a single ticket.
I do not want to have to pick-up luggage in Havana, then rushing to a domestic flight to Holguín
Having all flights on a single ticket does not guarantee that, at least not as written.
When you have multiple flights on the same ticket, luggage will be tagged through to the final destination, and in most (but not all!) domestic-to-domestic, domestic-to-international and international-to-international, you won't see them at all.
For international-to-domestic connections (and some international-to-international, with the main issues being connections in the US), the situation is a lot more variable, as there is the issue of customs.
In some places (e.g. the EU), you generally won't see your luggage at the port of entry (the first airport in the EU), and the system relies on customs at your final destination to be able to recognise luggage originating from within the EU (tags with green edges), not subject to declaration, and those originating from outside (no green edges), subject to declaration/inspection.
In many other places, you will go through customs at your port of entry (first airport in the country), at the same time you go through passport control/immigration. There is often a simplified procedure to reinject your luggage in the system just after customs (e.g. in the US there's usually a bag drop counter immediately after customs), but sometimes you may have to get your luggage yourself to departures and a check-in counter.
I have no idea what the procedure may be in HAV.
If you want to be sure to avoid this, then make sure your port of entry is your final destination (i.e. flight directly to HOG rather than hop via HAV).