I have two 500-euro notes. Today I went to a forex shop in India to exchange them. They showed me that the notes have 1 small hole each and so they can't exchange them. In this case, where can I go and exchange these euro notes? Can the RBI do it? Or if I go to any of the normal banks, will they accept them? I am an Indian national.
You might have some difficulty exchanging less then perfect €200 & €500 notes.
I suggest you hang on to them and exchange them for smaller denominations at the first bank you see on your next visit to Europe. You might have to supply id and additional details of where you got them.