Hi Toto, I can see from your profile that your boat is a Bavaria 36, but you dont say what year it was built. A little more information might help others to help you with your question.
I have, or rather had (sold it yesterday) a Bavaria 36 built in 2002, but it didnt have a hole such as you describe under the companionway steps, so this might be something that perhaps a previous owner had done, but there have been a couple design changes since my boat was built.