Essentially I've discovered that various arrow skins visually warp or glitch out and change if you swap between Daikyu's default skin and the Ormolu Bow Skin or Day of the Dead skin, examples of Normal vs Ormolu-'Effected' Arrow below. (And of course, no, I didn't change the color palette)
With Cattaril Arrow
And Sylus Arrow Skin Normal vs Ormolu vs Day of the Dead glitched:
It almost looks as if a Shock Skin bled into the 2nd Sylus arrow image.