Coincidentally, Tod's Workshop went into
fire arrows about a month ago, recreating a 15th century recipe from the Fireworks Book. The Royal Armouries did a translation of that book a few years back, and most of the recipes are basically not-quite-gunpowder mixtures of saltpeter, sulfur, and charcoal, but some add things like ground resin (which would probably make the burning gel he mentions a couple times) or potentially toxic smoke compounds like ammonium chloride, mercuric chloride, or arsenic (probably orpiment or realgar, arsenic mixed with sulfur).