The new, Warden-locked Dark Piercing arrows aren't replaced correctly when other/better arrows are picked up.
Both the Dark Piercing Arrows and the picked up set is shown on body when you try to replace them by better arrows in game.
you probably forgot to realize that legendary arrows generally have bigger arrow packs. you drop your stuff. you pick up 1 legendary arrow, you pick up your quiver. now what you did is probably pick up another legendary arrow and then the quiver?
so basically you still haven't filled up the first legendary quiver to max capacity before picking up another legendary arrow and now have 2 different packs of arrows instead
The problem persists. So far definitely with Dragon Arrows and Zephyr, whose packs aren't filled up when
Dark Piercing Arrows are replaced:
You pick up the arrow and you are shown one arrow in the back-quiver when picking up the Dark piercing quiver again
and a full side-quiver of Dark Piercing. You are then shown the new arrows on screen, but after you shoot the first, it
changes back to Dark Piercing and the back quiver as empty. Definitely bugged.