Short Bow is found in the very first room on level three. You literally can not miss it, it has a torch right next it (it's in a barred room accessed by some loose rocks).
There's also a sling (uses rocks) on floor 2.
By the way, the end of this game really sucks. The last few floors are just kind of thrown on, and the boss fight (yeah it ends with a boss fight) is stupendously bad.
Steam + PSN: PHJF