Ok thanks. Must be from one of the mods then...

Yeah, found it out.
I've downloaded a few mods that make life as a thief easier. Those arrows come from a mod that lets you turn off the lights by manually interacting with them, including with water arrows. I wondered why those had 0 damage...
I've also installed a mod called 'Blackjack'. It lets you buy a weapon that can render people unconscious for 10 minutes if you hit them on the head from behind with it. Apparently this is also a common weapon in Thief (haven't played that game).
Found these mods while browsing here:
http://www.ttlg.com/forums/showthread.php?t=105373