Where do lost arrows go? Every time, you see straight where it

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Where do lost arrows go? Every time, you see straight where it flew, but when you go to pick it up it's nowhere to be found. If, and that's a big -if-, you somehow find it, it happens by running on to it accidentally half a year or so after you've forgotten the whole thing, and it's either in exact same place you looked several times before or it's at least a hundred feet at complete opposite direction.
What happens to them?