in chapter 10
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The irony of the arrows would be their non-existence. Henry is living in warfare and in danger of many things, but it's the imagined arrows that prick at his skin (emotions and guilt) that will eventually get to him.
"The simple questions of the tattered man had been knife thrusts to him. They asserted a society that probes pitilessly at secrets until all is apparent. His late companion's chance persistency made him feel that he could not keep his crime concealed in his bosom. It was sure to be brought plain by one of those arrows which cloud the air and are constantly pricking, discovering, proclaiming those things which are willed to be forever hidden. He admitted that he could not defend himself against this agency. It was not within the power of vigilance."
The Red Badge of Courage/ Chapter 10