I'm interested to know about what are currently the biggest unsolved problems or opportunities for further research in Holocene. And particular focus in Arabian Sea/Northen Indian Ocean sector.
It's very difficult to find a short answer to such a question. But maybe I don't need to.
I would recommend you to look into the latest IPCC reports. While the new version of the main assessment report is only due in April 2021 (AR6 WGI: https://www.ipcc.ch/report/sixth-assessment-report-working-group-i/ ), there is already available plenty of available resources from the fifth assessment report https://www.ipcc.ch/report/ar5/wg1/ and also from the special report on ocean and cryosphere (especially for the high mountain regions) and on the special report on 1.5° of warming ( https://www.ipcc.ch/sr15/ ).
What I find personally very interesting is how the monsoon systems will react to the impact of climate change. While during the holocene, both the Indian and African monsoon systems have decreased in intensity due to the impact of precession, it is not clear yet how they will evolved in a warmer climate.
I hope this helps, it is a lot to read, but the summary for policy makers can maybe already offer you the answer you're looking for. The complete reports are still very useful though !