I have found 1 during my current playthrough, but I don't remember from where. Think it's called "Arrow of Detonation"... Never found more of it though.
As far as I know you can only get 1 or 2 of these in the whole game. I think you find them somewhere very early in the game; I'm pretty sure it's in Chateau Irenicus, but it may be the Slaver House or Circus Tent where they are found. If you want more than that you'll need to use a mod or the CLUA Console.
I have indeed found a couple of arrows of detonation in BG2 before. According to the information on the BG2 section of this site, they are in a niche in a wall in the Underdark's beholder lair.
How...? Never saw anything like this in ToB... I assume you mean some spell, but I can't for the life of me figure out what.
Misread due to being short of time. I can only assume he's referring to fireball etc., but that's not exactly late in the game!
Yes, it is possible to get Arrows of Detonation without cheating in BG2. They sometimes appear as random loot of the highest category but are so rare that you will most likely not get more than a handful in the entire game. You can get more if you use cheese and are very patient by pickpocketing Melchior Harpell over and over for an unlimited amount of random loot of the highest category.