Actually, you can make your own arrows. You need Engineering to do this. You make the Ammo for guns then turn in to NPC in Ironforge for the exchange to arrows.
Arrows Are For Sissies
Level 60 Ironforge
Obtained at level 52 Alliance
Can you believe this rubbish?! The last shipment of ammunition from Kharanos was botched! All we have for ammo now are these flimsy, good for nothing arrows! What in the world am I going to do with 500,000 thorium headed arrows?
I'll tell you what, kid. If you can bring me thorium shells, I'll trade you thorium headed arrows - straight up! Deal?
Thorium Shells: 0/200
A done deal if I ever saw one! The arrows are yours.
Rewards
Thorium Headed Arrow
x200
Starts and Ends at:
Artilleryman Sheldonore
Ironforge