How to make explosive arrows?
Of course you will need an explosive. So if by saying “I don’t have access to gunpowder” you mean that you cannot buy explosives, you will simply need to create an explosive yourself. Gunpowder is easy to make: mix ground charcoal, saltpetre (potassium nitrate KNO3), and sulfur. Another easy-to-make explosive is nitroglycerine. Instructions can be found on Wikipedia, but I will repeat them here because I don’t want you to get into trouble. Mix concentrated sulfuric and nitric acids, making sure the mixture stays cool. Let stand for 24 hours. Get some glycerine (from the pharmacy), and carefully add it to the acid mixture. A few seconds after reaction you should cool the mixture by immersion in a jacket of ice water. Nitroglycerine, a straw-coloured water-insoluble liquid, will rise to the top and can be poured off (carefully). TNT is more difficult to synthesize, and one of the materials (oleum) I don’t think you will be able to obtain.