Ice Shard Arrow
This arrow is made out of magical ice that doesn't melt, even in extreme heat. It deals damage like a normal arrow if it hits a creature. Upon impacting a surface going decently fast, e.g. hitting a creature after being fired or hitting a surface after being thrown, the arrow will explode into a freezing blast. Any creatures within a 7.5ft sphere of the arrow must succeed on a DC 13 Dexterity Saving throw or take 2d6 cold damage. (Said sphere has a diameter of 3 spaces.)
This arrow is enchanted to amplify noise and vibrations to a painful degree. When it hits a creature, it sticks to the creature. When that creature takes thunder damage with the arrow stuck in them, they take an additional 5 thunder damage. It requires an action to remove from a creature.