most folks one here use pine pitch(pine sap that was melted down and mixed with dung and charcoal or some combo of stuff)
others use epoxy,then cover with pitch for the primitive look,people that use steel heads either use screw ins or glue ons
or make trade points and haft like stone
heck i am making one today(well finishing it up that has had absolutely no modern type tools touch it.
well except for what ever Marc used to cut the shaft with.
since i got the shaft from him,its been all stone tools.
from the scraping off of the bark,to cutting the notches on both ends.
i will use a obsidion flake to split the feathers and grind them with some sandstone,then its pitch and sinew for the hafting of the blade and fletchings