Critique Warning:

Your "Taxi" arrow is just an ender pearl. It's quite literally an ender pearl.

Black Hole arrow would basically be fairly over powered, however it also would make the bow less effective, as it takes longer to hit a specific target if a half dozen target's hitboxes are mixing together.

Tunnel arrow is almost entirely just Xray. IF your going to make something like a drill, it would need to mine ores out as well.

Your saying that if I throw an ender Pearl I sit on it whilst it’s flying

No, Im saying your idea of sitting on top of an arrow is unrealistic, and the teleportation aspect is an ender pearl. Also yes, there are plenty of mods that allow you to "ride" ender pearls.

But these arrows are way easier to make then ender pearls

... Which would render ender pearls, a more difficult to obtain item, obsolete. Which gives them no purpose.

Gives what no purpose?

By the way what do you mean by X-Ray