The pattern of holes by direction is not ortogonal to surface. I can not explane it better, because of my english. :D So I just leave here .ipt file, and you can see the problem of your own.
Finally I want to make somethink like Chris Botha A mobius strip.. .
The direction is different everytime... I don't think you will be able to use any pattern on that.
You can maybe get the points for the holes (the face that will have the hole on: split that line into 2 and the opposite line also in 2; then do the sweep again using a surface). Create a plane going through the centerpoint and then the point on that surface where the hole will be, and array that. now the intersection of this new surface plus the sweep surface should give you a new axis for each hole.
Extrude it individually in both directions. (axis on 2 points, new workplane on end of axis on point, new sketch on plane). each one a new feature.
I hope this helps.
What Inventor do you use (error in reading RSe stream)?
yes you can use multi points or try using a sample vb code from the macro section in the official website.