Thanks for the suggestions ! I used Box2D to calculate the phsysic of this game and you are right with the collider, it makes an awkward effect with unpredictable results. It would be better to shoot balls instead of an arrow to get better collisions and bounce effects, so in the following versions of this game I am going to try that.
Well, without any doubt the ball and circle collider would be the simplest and best approach to make such games. But if you want to keep this arrow still then you need to make some calculations to get the direction of the arrow after the bounce and then you have to turn the arrow to that predicted direction. This would look cool but a little tricky to implement.