The Drilling Arrows are a passive item found in Momodora: Reverie Under the Moonlight.
It grants a pierce effect to ranged attacks, making it possible to hit enemies situated behind target and even damage shielding enemies (ex: shield-bearing Imp Girls).
When combined with the Pocket Incensory, it can stun-lock entire hallways of enemies.
This item can only be obtained from the Spider shopkeeper at Cinder Chambers, which appears much earlier in Sacred Ordalia Grove without prompting or explanation. Should Kaho kill the spider there, it won't appear in the Cinder Chambers even during New Game + rounds meaning this item can be permanently missed if the player isn't careful.