If both holos get shot does this cancel the skill? According to rules I would say No. I would say that only the holo echos are removed and the normal trooper is in this state based on the cancellation rules posted below.
Cancellation The Holoecho state of the real Holoprojector L2 bearer is canceled, removing all the holographic decoys and placing the model in its real position, whenever: The Holoprojector L2 bearer declares a Skill other than Cautious Movement or a Short Movement Skill that does not require a Roll (except Alert). Following the previous, the Holoprojector L2 bearer declares a Surprise Attack or a Surprise Shot. The Holoprojector L2 bearer enters base to base contact with a model. The Holoprojector L2 bearer is successfully Discovered. The Holoprojector L2 bearer receives a successful hit that forces him to make an ARM/BTS Roll, or a Critical hit. The Holoprojector L2 bearer becomes Impetuous (due to the Frenzy Characteristic or any other effect) or enters the Retreat! state. The Holoprojector L2 bearer breaks Coherency with the other Holoechoes. Whenever the Holoecho state of the Holoprojector L2 bearer is canceled, remove all the holographic decoys at the end of the Order that happened. If the bearer was hidden as a Holoecho Marker or as a different model, replace it with the bearer's model, facing the same direction, at the end of the Order that happened. An exception to this rule is made when Holoprojector L2 bearer fails an Initial Coherency Check, then the player must remove all the holographic decoys immediately, before measuring movement, if he has declared any. The Holoecho state of a holographic decoy is canceled, whenever: It is successfully Discovered. It enters base to base contact with a model. It receives a successful hit that forces him to make an ARM/BTS Roll, or a Critical hit. It breaks Coherency with the other Holoechoes. The real Holoprojector L2 bearer's Holoecho state is cancelled for any reason. Anytime a holographic decoy cancels its Holoecho state the player must remove its Holoecho from the table at the end of the Order that happened. An exception to this rule is made when the Holoecho fails a Coherency Check, then the player must remove the Holoecho immediately, before measuring movement, if he has declared any. The cancellation of the Holoecho state is applied to the whole declared Order. So, if a trooper in the Holoecho state declares a Move + BS Attack Order, he will be considered discovered all along his Movement, even if the BS Attack would be performed at the end of that Movement.
You're overlooking the definition of coherency: Coherency. The Holoechoes must be in Coherency of another Holoecho, regardless who is the real Holoprojector L2 bearer. For example, one of the Holoechoes must have at least one of the other two Holoechoes in its ZoC. In the Deployment Phase, the player can perform a Deployment Phase Coherency Check after having deployed the Holoechoes. In the Active or Reactive Turn, when activating the Holoechoes with an Order or ARO, the player must perform an Initial Coherency Check. In the Active or Reactive Turn, when finishing an Order or ARO, the player must perform a Final Coherency Check. When you're down to only 1 Holoecho (the user), you fail the coherency check.