Any shops in chapter six?

Yes, there are two shops in chapter 6 and one of them sells arrows, bolts, etc. You do have to fight your way through the entrance level to get to the shops, though. You'll need to go down a lift just about due north of the main entrance and I think you then have to do a quest before getting to the shops. If you're low on arrows, you probably should buy some elsewhere.

BTW, neither of these shops buys much of anything. If you have stuff you want to sell, you're stuck with the other shops.

I just finished chapter 5. I am running out of arrows, bolts, stones etc... My party is not strong enough without missiles. I do not really want to go all the way back to the Tree or to the elven place to do my shopping. Is there any merchant in chapter six? Thanks.

For future reference, before leaving town, fill every available slot with arrows and bullets. Once you get to the new area, find a nice little cubby hole (a barrel, desk, bookshelf, etc.), and put all of your extra stuff there. If you need the arrows, they're always there, if not, they only cost 1 gold each, so it's no big deal to just leave them behind. I also have commandiered a home from one of the people in the tree town for this purpose. I put all the stuff there I just can't seem to get rid of. I hope this helps.