So, how to avoid your PC autoloading all your best magical ammo instead of regular stuff?
Once you're in the habit of doing this you should be fine.
The last arrows you picked up are the ones that get autoloaded. When you get special arrows drop multiple stacks of regular ones then pick them up again so that the ones you got most recently are always mundane. A lot of people carry a box of mundane arrows they use for this.
(Last In - First Out)
So - the first things you pick up (or buy) are on the bottom of the stack. The most recent things picked up are on the top of the stack.
It pulls from the top of the stack first.
So - if you really want to make sure your magic bolts are the very last ones pulled, when you acquire magic bolts, drop all your bolts, then pick up the magic ones first, and normal ones last.
If you quick slot a few stacks of ammo you can see how much you have left and click to start a new stack when the first is running low.