Without a liquid form of the infinity material (neutronium as well) you can't make bolts consisting of just that material. It requires you to pour the material over a tool rod which in this case isn't currently possible. I for one would love to see the true damage of infinity crossbow bolts!

Update:
I messed around with some NBT in order to spawn in proper Infinity Bolts (the part) and the outcome is amazing: 302.5 hearts. In order to fit the rest of your recipes I have came up with a suggestion for coating a tool rod with infinity metal (or neutronium) below as well. I would leave it up to you whether only your rods be able to be coated as the coating is the source of the bolts damage. On another note the unbreakable doesn't seem to work on the bolts.