From Xanathar's Guide to Everything:
Walloping Ammunition: This ammunition packs a wallop. A creature hit by the ammunition must succeed on a DC 10 Strength saving throw or be knocked prone.
Unbreakable Arrow: This arrow can’t be broken, except when it is within an antimagic field.
From Basic Rules:
+1 Ammunition: You have a +1 bonus to attack and damage rolls made with this piece of magic ammunition. Once it hits a target, the ammunition is no longer magical.
Because +1 Ammunition stipulates that the magical effect wears off after use but these other magical ammunitions do not, I assume this means their magic is persistent. Further, the DMG states that magic items are as durable, if not more so, than common items. However, the PHB also states (without any exception that I could find for magical ammunition, emphasis added):
Ammunition. You can use a weapon that has the ammunition property to make a ranged attack only if you have ammunition to fire from the weapon. Each time you attack with the weapon, you expend one piece of ammunition. Drawing the ammunition from a quiver, case, or other container is part of the attack. At the end of the battle, you can recover half your expended ammunition by taking a minute to search the battlefield."
How does this resolve according to strict interpretation of RAW? Does Walloping Ammunition have a 50% chance of disappearing after use? Does RAW prevent a PC from spending more time searching for the arrow? Is there special consideration for magic items that I'm missing?