Shot arrows that are in the air are deleted by a wind charge sometimes. The wind charge does not blow up from this collision and continues as normal. I tried this with a large bubble column a few times and it doesn't seem to always work if the arrow is in a bubble column.
Video attached.
This does not seem to apply to arrows that are not in flight.
From my testing, the wind charge seems to be able to delete some other projeciles as well, such as the snowball, but doesn't seem to delete other ones like the trident.