Iv'e never heard of shots passing clean through a target and damaging it at the same time (ballistae excluded). Could the body structures even allow that to happen?
Realistically speaking, during the 1st World War rifle rounds were simple metal "slugs". They were not designed to "rip apart" an enemy in the same way future forms of ammo were created to do. As such, any shot to the head did not necesserily mean an "insta-kill", and instead the bullet would simply pass through the skull and brain, resulting in some damage, but nothing life threatening.
Now, when we consider bolts and arrows the weapons themselves are not nearly as strong as actual gunpowder weapons.
I did a bit of quick research, and based on what I found a bolt or arrow could potentially pierce through flesh, straight through. A lot depended on the type of arrowhead/bolt, the ammount of armor a target wore, distance and angle. A broad arrowhead would meet a much larger area, while a bodkin bolt (narrow bolt) could pass through chainmail (the rings were not tight enough to stop it) and get stuck inside a person.
The effectiveness of the bolt/arrow lay in the sheer mass that could be fired at an opponent. It was rarely the case that a single arrow or bolt pierced a full plate, but rather a handful of arrows being lucky out of a few hundred being fired. Which somewhat reminds me of a siege I had where I suffered only one casuality, due to a dwarf getting shot in the heart by a crossbow, while wearing steel mail.. It's just plain bad luck.
I do not know what type of bolts/arrows are used in-game, since a lot depends on that factor alone.