Particle Effect Research - Explosive Arrow Trail

I plan on creating a weapon that acts as a crossbow. This will be a highly powerful crossbow with 4 arms that shoots large arrows that contain explosives on them. Appropriate for car destruction.

The particle effect I want to make for this is a trail in the air following the arrow, as well as marks of the explosiveness of it.

This will include a visible air trail, as well as a refracting air distortion. To further show that it is explosive I will try to create a redness to the arrow trail. On top of that I will have sparks and possibly a light smoke. The light smoke will only be implemented if I feel it doesn't distract too much.

The air trail will be a Ribbon Emitter. No initial velocity, just a short life span and a fast moving object to follow. I may have a panning texture on my trail as well to make the ribbon more unique.

The air distortion will be a mesh emitter following the arrow. The simple mesh will be completely transparent, but have a bump added to the refraction. Unreal's refraction isn't extremely reliable, but for this need it fits the purpose well.
Click Here for a link to how I plan on creating the refraction material.

The sparks will be a sprite emitter. I may make this a GPU emitter if I feel it would be nice to have more without it being too expensive on the CPU. If I were to implement Light then it would be with a normal sprite emitter.
Click Here for a link to a Sprite Emitter tutorial I used.

There are a range of options for the smoke. I could follow the path the makers of Dishonored did and make this a ribbon emitter with an upward velocity. This would have to be tinkered with in order for it to not interrupt from the visual of the arrow trail. Otherwise it would be a SubUV material using a flip book that I would create for myself.

Here is some visual inspiration from the Archer classes of Dragon Age: Inquisition.

These images show a sequence of aiming, initial firing sparks, and what follows the arrow so that the player see's where it went.

 These images show the arrow trail much closer. There is a short cylinder suggesting the spinning of the arrow, and three ribbon emitters that follow the arrow in a spinning motion.