find a large quiet place to record. warehouses are ok if the ext traffic noise is low enough. protect anything that could be damaged from a flying projectile before you begin.
grab a bunch of props to swing. Things like rack panels with holes, small pipes with holes, certain musical instruments (chimes, flutes, etc) and even light helmets with holes will ...
While I don't know the exact recipe he used, David Farmer came up with some pretty cool stuff for LOTR by attaching different items to real arrows to make them whistle.
I would imagine with the right amounts of plastic / paper / ...
Someone here mentioned they set plastic bags on fire and recorded the dripping plastic rushing by the mic. I don't remember how he said it sounded, but it might be suitable for the flames. Robin Hood (2010) used bees for a large arrow volley. I don't remember where I saw it. Might have been soundworkscollection.com