Hello.
Some of the leaves of my citrus trees have these strange holes in them.
All my citrus is kept inside. I didn't see no snails, no scale, no mites, no other pest.
Can heat do this?

I would say some type of insect damage.

That doesn't look like leaf miner damage. Looks like something is actually eating through the leaves.

Is all the damage on the under side of leaves?

If no insect is to be found then maybe is a fungal disease

i was thinking to shot-hole fungus

I'd say almost certainly an insect, but since the OP is in Romania, likely an insect we US growers don't know or see.
Malcolm

ive had the same sort of thing before in hong kong,see if you can see a small brown beetle few millmetres size.artie

Baby snails.

I used a high magnifier glass and looked more that 10 minutes searching for bugs but I didn't noticed any. I had preventive sprayed the tree with some insecticide. I think I am dealing with some sort of flying bug or something related to the sudden increase in the temperature we have here.

Might be slugs, they live in the soil and come out at night

I also think snails, or possibly some kind of caterpillar.
You need to stay up all night and keep watch!

All my citrus is kept inside. Do you have snails or slugs in your apartment or house?

Pets?

You can have snails or slugs introduced in the soil you buy.