I remember seeing this happen once on my first play-through, but forgot to mention it. It's now happened several more times on my test of a mage. I'm working my way through under the dam to get to Westwillow and get to the skeletal archers. I've found several places where I stand and cast at them, and they visually fire at me, but the arrow disappears into some void. There's no bounce off my Dense Nimbus effect, no to hit roll from the skeleton, no text at all that the skeleton has done anything. I'm not sure what makes this happen right now. I'll keep trying to note where it happens.