I'm assuming those are special cosmic arrows or something. He might not be invulnerable on the level of guys like Superman, but normal arrows shouldn't do a thing to him. He's either weakened, the arrows aren't normal arrows, or the writer has a hilarious misunderstanding of the type of character Blackbolt is.
Just look at Blackbolt's face in that scan. He's f*cking depressed as all hell over how he's being treated. That is the face of someone who is slowly dying inside.