[PTTG]

You're just leaving the bolts behind like an amateur? Go and grab 'em, man! Get nice hard-wearing steel ones and they last for a long time.

Bows are harder to learn, but are more common than crossbows and are more easily passed off as a hobby thing.

Or, go with a sword or spear made with modern materials. There's been thousands of years of magical research on enchanting swords, and with the right attitude you can palm off Sitrexor, The Sword of the Coming Dawn, as mall ninja crap if you need to.

Even better, go with using magic yourself. Throw a firebolt or freeze the enemy with your hands and use the psychological block effect in your favor.

If that terrorist tries to set off a fireball but you cancel it with an ice wall, the civilians will see something like "Well, he set off some kind of incidenary thing, but this hero guy just charged in there with a fire extinguisher and put it out super fast!"