I'm not sure why the swimmer (a.k.a. Captive) would despawn because she isn't linked to any quest or spawn markers and doesn't have any enable parent set that would be disabling her.
It would be possible to remove the respawn flags on the arrows, but that would require that you actually pick them up. The body is already marked to not respawn, so it would make sense that the arrows shouldn't either. This won't be a perfect solution, but it will at least prevent what is seen in your screenshot from occurring if you pick the arrows up.
FormID for Forsworn Arrows: 00090AC6, 00090AC8