There is no such thing as a "thru" AFAIK, at least not in the ITF rulebook.Rattler refers to something called a "thru". So I assume this is covered somewhere in the rules? I suppose in this case you could take the point and force your opponent to search the code for as long as it took him to find the "thru" rule.
However, there is mention of what is considered an appropriate net: "The net shall be fully extended so that it completely fills the space between the two net posts, and it must be of sufficiently small mesh to ensure that a ball cannot pass through it."
If the ball goes through the net, then the net is deficient. There may be some rules about what to do in the case of deficient equipment, but not in the ITF rulebook. I suspect they assume equipment is always adequate!
Perhaps some more rec-oriented organizations have supplemental rules about how to get around inadequate equipment.
Edit: @jm1980 is correct, ball must go 'over' the net. So I was not correct, the situation of a bad net is indeed covered by ITF rules.