Arrows' rotations are treated incorrectly using the execute command. Running the command...

execute as @e[type=arrow] at @s rotated as @s run particle minecraft:crit ^ ^ ^4.5 0 0 0 0 10

... in a repeating command block will show the particle in an incorrect location. This location happens to be the correct location but with the x-axis and y-axis flipped relative to the arrow.

Diagram to better explain the issue.