An arrow? Jack hadn't seen an arrow. Then again, Jack had no reason to look for an arrow either. It wasn't like they were all that common to be flying around in the City, and if they were becoming common, it was time for Jack to move. Self-preservation and all that.
That was to say, of course, that he could even leave the City and go back to New York. Strange things happened in New York, sure, but there weren't arrows flying around. There weren't guys with big swords wandering about. No, this City was strange. Very, very, strange.