I know at least a part of the picture you postet! The guard with the crossbow is shown in the book "Die Hornbogenarmbrust". I will have a look at it next week
Itīs really aweful, that this guy from the museum removed the cord from the gun arrow! It sounds to me, as if he knew that your theory is right. Probably, he was to proud to admit it! I personally donīt know very much about early guns yet, but your view sounds very likely to me! The cord prevents the pressure from the explosion from escaping. Furthermore, the back end of this gun arrow is round, which is not the right shape for fitting into a crossbow nut.
I will definately take some pictures of the gun arrow and the crossbow I mentioned ! But I canīt promise that they will be really sharp, becaue my camera sometimes has problems in darker rooms.