In Rhino 7 you can create a dimension style with leaders that use splines instead of polylines. However, I do not know how these leaders export to AutoCAD - don’t have it here.
I don’t know how to convert arrowheads into geometry. I just tested exporting spline leaders via DXF and re-importing into Rhino, that seems to work, but I don’t know how ACAD handles them.
The previous script added the arrow to the end of the curve - the arrowhead tip was further out. Here is a script where the tip of the arrow is the end of the curve. It currently does not trim the curve, it just lies on top of it. Lots of other stuff could be added, such as filling the head with a hatch, etc.
A workaround that worked for me is to export to adobe illustrator, add the arrowheads in illustrator and then export to autocad with “preserve apparence” in the settings.