So I was clearing out a Dwarven ruin in Skyrim (Mzinchaleft), and when looking around, I found an arrow (like literally from a bow and arrow kind of thing) just lying on the ground. The arrow is super short, less than half the length of a regular arrow, and it has a flaming, red and orange glowing tip, like it's heated. I can move it around, but I'm not able to pick it up or activate it in any way. I feel really dumb for asking this, as it's probably something obvious that I missed, but I'm just not sure.
Perhaps you saw some bolts coming from Dwarven Sphere. They come out heated just like the arrows. I don't recall if you can pick them up or not.
The bolts were added with the Dawnguard expansion. I don't know if OP has Dawnguard or not.