The info below is from the "Arrows by Kelly" site. Kelly retired several years ago but has built more arrows than anyone I know. As you can see, the best glue to use depends on the finish used or the surface of the arrows.
What glue should I use for nocks and feathers?
First off, the same type of glue is used for both. However, the type depends upon what type of paint is used, or the type of shafting.
• Wood shafts using gasket lacquer – use Duco Cement.
• Wood shafts using Bohning Lacquer – must use Fletch-Tite or Fletch-Tape.
• Wood shafts using enamel, polyurethane’s, varethane’s and water based paints – use Duco Cement.
• Aluminum shafts – use Fletch-Tite or Fletch-Tape.
• Fiberglass shafts – use Bond-Tite, Fletch-Tite or Fletch-Tape.
• Carbon shafts – use Bond-Tite or Fletch-Tape. Glues like Super Glue can also be used.