Arrows shot into the underside of a block appear black, except for:
Flaming arrows
Slabs, stairs, both upsidedown and normal
Transparent blocks like glass, pistons, fences
Light emmiting blocks like lit furnaces, lit lamps, jack'o'lanterns
Related issues
is cloned by
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Confirmed.
Regular arrows are black, flaming arrows normal.

I've noticed it also happens when arrows are shot into the side of a block from very far below it (I'll attach a screenshot).
So this means that it's not which side of the block is being shot into, but that the arrows are being shot from below the block and straight into it.

Confirmed for 14w11b

The bug has returned in 1.16 as MC-174212.

Returned as of 1.16

Please use the new ticket for the return of the issue.