Yes, but those require gun powder and some decently high skills. shothead only really needs some scrap metal(even a tin can works), some basic tools like hammer and hacksaw, and an otherwise functional arrow… and a shotshell of course. it’s easier to make, but also only affects 1 enemy at a time, rather than being explosive
the shothead arrow could also be used at a much closer range without risk of injury, unlike an explosive arrow
In RL, you don’t even need the scrap metal. a film canister or PVC works just fine at the job of holding the shotshell