Sometimes the incompetence of people who are paid to do a job and expected to do it right is absolutely dumbfounding. I want to sum up what some of the comments are pointing out for the sake of having a single, concise answer.
When you run anything through (not along) a stud, code requires the metal protective plates @jphi1618 posted. They are specifically there so that you will stop before drilling through them. They are there to warn someone to stop! I cannot stress how absurd it is that a supposedly qualified individual just blasted right through it.
Among the hazards those plates are meant to protect against:
- Nicking a sewage line and having raw sewage slowly seep into your wall and cause a huge black mold situation that develops over years (I recall this happening somewhere - kudos to anyone who can edit my answer and put a link here).
- Nicking a water line, which can yield a small insidious drip that turns into a problem over a long period of time and causes extensive damage.
- Nicking electrical wiring which would be a large fire waiting to happen. Electrical fires that start inside walls tend to cause enormous damage.
- Nicking a gas line
Again @jphi1618's comments on your pics from inside the wall are right - if the PEX is parallel to the stud then that's not what the plate is protecting. The pics appear to show 14/2 cable (15A electrical wiring) with the screw right up against it.
You probably got very lucky and it just barely missed touching the conductors, but to be safe, do not touch that screw and make darn sure you don't let children anywhere near this install until this is corrected. 120V wiring will rarely kill a healthy adult but it can most certainly stop the heart of a child.
Someone needs to come back out, take the TV down and out of the way, expand the hold you made to full investigate the cover of the Romex to make sure it wasn't breached. Then make the situation safe and up to code. Then patch & paint. Personally, I'd insist that the contractor to do the repairs should have some qualifications as an electrician to evaluate how to make sure the fix is 100% up to code. While they have it open they could quickly splice out a piece of that PEX to be safe; that's a quick fix with the right tools to fit in the hole.
Please don't ignore this; make sure it gets reported and fixed. If for no other reason than you now know this contractor needs to no longer be doing this for a living, because he's going to eventually cause extraordinary damage to someone's house. Someone could easily die in a fire from mistakes like this.