so, i think this song is about her confronting her lover to be more honest with her, does she really care about her, how far would you go for me, etc. and i think the whole "arrow" metaphor is her preparing herself for the impact of an honest answer. "i feel the breeze, feel feathers of an arrow" is her knowing that she's not gonna like the answer, and she can just feel the nervousness creeping up, preparing herself for an "arrow"-type answer.
so, i think this song is about her confronting her lover to be more honest with her, does she really care about her, how far would you go for me, etc. and i think the whole "arrow" metaphor is her preparing herself for the impact of an honest answer. "i feel the breeze, feel feathers of an arrow" is her knowing that she's not gonna like the answer, and she can just feel the nervousness creeping up, preparing herself for an "arrow"-type answer.