Invisible arrows or underground (I'm not sure)

I just start shooting arrows with my crossbow and then this happened (the files down below).

1-I started shooting arrows to the animals, I missed one and then I approached to animal and this happened. 

2-I saw the effect of arrows, but it weren't there and I thought it were invisible.

3-I jumped on the effect to see if the arrows ere actually there, but nothing happened.

4-I destroyed some blocks and I saw one single arrow, then I approached and desapeared.