thanks for all your replies, guys!
so another bug, I guessed so. *sigh*
This game has a lot of them - and still manages to be fun, lol
But it is really funny that a not-so-old game does not manage to get simple things like collision detection (magic walls that lead to off-the-map-nirvana, massive doors that you can hit through, etc.) and hitboxes right. It also still gets me annoyed that walls extend into the air (your arrows stick in the air besides the wall, when you shoot very near to a corner), ladders have 50cm to 1m solid air added on top, where arrows and axes hang and defy gravity... etc...
So - solution: if your arrows go through someone, walk up to him and slay him. If that is not possible, shoot someone else. LOL