I used to do a lot of bone carving, and I could not tell the difference between cooked, and raw, and sun dried, that I got at a dairy bone pile. Don't bother with pork bones, they are weak, and crumbly. Stick to beef, and any of the deer family, and yes leg bones are best. You can get thicker bones to taper, or cut a tail piece on it to put into the arrow slot, and you can leave a shoulder on it for the tapered arrow shaft to butt up against, and be flush with it. If you have a lathe, you can slice the bone with a band saw, to about 1/16 - 1/8th thickness, and lightly sand out the saw marks, and use a good epoxy, and clamp these multiple layers together, and then saw them to the width, and thickness you want, and then mount them in a lathe, and you can make some really nice handles, etc. Bone polishes up really nice, taking on a nice sheen. Also lucky you, I wish I could get all the leg bones I wanted from a butcher. I love to use bone marrow for soup! But even bones are expensive!!!! I used to buy shank meat, and boil them down, and make a nice soup, or stew, but now they are as expensive as steak!
But when you start making stuff out of bone, post some pictures.
Wayne