Re: Pierce Question
The explosions of Exploding and Freezing Arrow and the explosion and fire of Immolation Arrow are always applied on impact, regardless of whether or not the arrow that delivers them hits or not. However, the arrow needs to hit in order to pierce so that it can go on to collide with another target and apply explosion damage and fire on impact again. Explosions and fires will be applied to every target with which the arrow collides i.e. if the arrow successfully hits and pierces four times, explosions and fires can be applied up to five times.
There's a display bug whereby if the arrow's chance-to-hit fails but its chance to pierce succeeds, the arrow will appear to pierce and apply explosions and fires. However, these arrows, explosions and fires are purely graphical and apply no damage or modifiers, something that's most apparent with Freezing Arrow: targets beyond the radius of the explosion applied by the failed hit won't be damaged or frozen (assuming the targets aren't Immune to Cold and they don't have 0% chill effectiveness, of course), even if they appear to be hit by a 'piercing' arrow and its explosion(s).
The only auto-hit Bow and Crossbow Skill is Guided Arrow, which doesn't pierce. Lightning Bolt and Fury are also auto-hit, and Lightning Bolt cannot be blocked (although an Amazon's Avoid or Evade and an Assassin's Weapon Block are still effective in duels). The poison clouds of Poison and Plague Javelins don't require a hit to apply their poison damage, but the javelins themselves still need to hit in order to apply their damage and modifiers, and pierce.
Note that there's also a bug with the +% to Attack Rating of the Bow and Crossbow Skills and Poison and Plague Javelins, which isn't applied to the arrows, bolts and javelins (even though the character screen calculates AR and chance-to-hit as though they were). Fortunately, +% AR from other sources (e.g. Penetrate) is applied.