Probably, but it gets weird.
The rules-as-written seems unintuitive at first, but a closer examination gives an outcome not far off from a natural intuition.
First, you make some important observations:
- Common ammunition isn't classified as a weapon
- Magical ammunition is clearly classified as a weapon.
It is this second bullet that seems odd, but, at least from a RAW perspective, it seems indisputable:
An arrow of slaying is a magic weapon.
Additionally, the magic item descriptions for all magical ammunition says "Weapon ([item])".
These are the assumptions we will take moving forward.
It appears that you can use one as your Pact Weapon/Weapon Bond.
Pact of the Blade says:
You can transform one magic weapon into your pact weapon by performing a special ritual while you hold the weapon.
Weapon Bond says:
At 3rd level, you learn a ritual that creates a magical bond between yourself and one weapon. You perform the ritual over the course of 1 hour, which can be done during a short rest. The weapon must be within your reach throughout the ritual, at the conclusion of which you touch the weapon and forge the bond.
Since Magical Ammunition is a weapon, this works. This seems to be the rules-as-written ruling.
Some arrows only get one hit.
Consider the Arrow of Slaying as mentioned in the question:
Once an arrow of slaying deals its extra damage to a creature, it becomes a nonmagical arrow.
Once you deal the extra damage with this arrow, it becomes ineligible for being a Pact Weapon or Bonded Weapon as it is no longer a weapon. We have a similar problem for +X ammunition:
Once it hits a target, the ammunition is no longer magical.
Unbreakable and Walloping Ammunition are weird, because you must consider ammunition recovery.
Unbreakable and Walloping ammunition do not lose their magic when you hit something. This means we must consider the ammunition recovery rules when using these as a Pact Weapon:
At the end of the battle, you can recover half your expended ammunition by taking a minute to search the battlefield.
This is all we have for ammunition recovery, but loss and breakage seem to be baked into this. The trouble is, Pact of the Blade seems to negate this problem of losing ammunition:
Your pact weapon disappears if it is more than 5 feet away from you for 1 minute or more. It also disappears if you use this feature again, if you dismiss the weapon (no action required), or if you die.
You can transform one magic weapon into your pact weapon by performing a special ritual while you hold the weapon. You perform the ritual over the course of 1 hour, which can be done during a short rest. You can then dismiss the weapon, shunting it into an extradimensional space, and it appears whenever you create your pact weapon thereafter.
Similarly, Weapon Bond states:
If it is on the same plane of existence, you can summon that weapon as a bonus action on your turn, causing it to teleport instantly to your hand.
An arrow that is lost, but not broken will be readily summoned back through the Pact of the Blade or Weapon Bond features. Trouble is, ammunition recovery does not handle the difference between lost and broken ammo, so it is entirely up to the DM to work out how this works.
That said, Unbreakable Arrows seem to work around this entirely. An Unbreakable Arrow cannot break. The only thing that can happen to it for the purposes of ammunition recovery is that it gets lost. So the Pact of the Blade feature seems to guarantee recovery of an Unbreakable Arrow used as a pact weapon.