Assuming the arrows are Unity GameObjects.
You wouldn't need to make extra bones in Spine.
At runtime, just pick an existing bone to stick to (arm, torso, hand) and have the stuck-projectile-graphic follow it PLUS AN OFFSET.
The offset would be calculated from a believable (non-teleport looking) runtime world position, maybe along the path of the projectile, and then transformed from world-to-local-to-bone so it can be used as a bone-local offset.
Then every frame, the follow code would use the offset.
The key to this is probably a new "BoneFollower" component that supports using an offset value, and the ability to transform Unity-world position to bone-local position.
For even more performance, the BoneFollower code can access the transformation matrix inside the Bone class (m00, m01, m10, m11) so it doesn't have to recalculate sin and cos for every stuck-projectile instance.
I would predefine which bones it can stick to with some randomization and probabilities. Wouldn't want projectiles to stick to invisible utility bones or IK targets or just anything weird.
That's how I would do it.