I have a bow. I was in the nether and I shot it through a wall of lava which has a single layer of blocks behind it. when I went there, I saw that the arrow had clipped through the wall.
for more information, my bow has all enchantments maxed. it has infinity and flame.

i had a video, but the file is too Large, so I am sending single frames.

what i can tell is that it is a visual glitch and occurs occasionally.
I know that it is visual because you cant pick it up from there but you can pick it up if you go towards the lava wall.