I noticed that on mine a couple nights ago, but he has no pegs or holes...
I think those rectangular holes might be the ones for Klawgor and Scraper, and Foxbat attatches to the hole in his back, then Leefram and Spindle attach to the sides of Foxbat, then Fencer makes the tail.
No. On Helios, there or actual circular holes for Klawgor and Scraper. Plus, they would never fit into the rectangular holes.