Having looked at the pics IMO there's absolutely no way those arrows didn't pierce Thanos.
In the whole issue his armor looks as thick as a jacket.
The arrows are at least half their length in.
Either Thanos clothing acts as a doorway to another dimension or the other halves of these arrows are buried deep in his purple skin.
And Hawkeye would have to be pretty much stupid if continued firing the same arrows at Thanos if the had no effect, or he would try a different spot, being the greatest archer in the MU and all.
Check the length of the arrows stuck in Thanos with the length of the arrow Hawkeye is pointing at him in the same panel.
I don't think it get's much clearer than that tbh