LOL I had the exact same issue with the bow and arrows. It's a design defect. There's a hole in the bow where the extra bit that sticks out near the top of the arrows is supposed to go. But the hole is too shallow, and the arrows that are supposed to be secured to the bow keep popping out of place whenever the bowstring puts pressure on them.
Struggled with this for like 30 minutes, then just gave up trying to fit the arrows in the bow. What I did was stick the back of the arrows between his fingers. Then looped the bowstring from the back on his finger so there's no pressure on the arrows.
Here's how it looks. As you can see from the second picture, the arrows still aren't secure with the bow. But since the string isn't putting pressure on them, the arrows are pretty snug between his fingers. And from the outside, it looks like the string is on the arrows on the other side, so the realism stays intact (I think)
