He can make an explosive arrow for us? No, I've never seen that. Does that happen after the big Nere fight? I've only reached it once and gave up on it. I'll probably try it again once I hit level 5.
And I agree with you about wanting a companion who's not so down for adventuring, I guess I like Alfira enough to want her not to go through the bad time that adventuring would be for her.
