I have never drilled through glass yet, but using my machine shop experience I would say that most defenantly yes get the same shop to do it just make sure that they clamp a heavier glass support to the opposite side of the glass panel being drilled. Maybe 1/2 inch glass or thicker. You can drill into the glass support which should be able to find a scrap piece somewhere.
When the automotive shop used antifreeze coolant it was likely to prevent rust on the tools being used. I would not think that it is possible to drill without a drill guide. A properly built guide should stabilize the drilling operation.
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