lead bullet =/= adamantium/vibranium shield. Cap has decapitated Ultron with that shield; I don't think he'd have any trouble with whatever skin/armor these baddies wear.
Sure, we're still speculating and assuming, of course; but now that you mention it, in the very first trailer I maintained then (and still do) that if you analyze it very closely, it definitely looks like one scene shows Hawkeye firing an arrow on the Helicarrier bridge and blowing **** up with it.
Anyho, I'll betcha a shiny red penny that Hawkeye has his trick arrows. If he's got a grapnel arrow, there's no reason to assume he doesn't have the rest of 'em.
Actually, quite a few people did. But again, Cap's shield is a "magic weapon" in and unto itself. Plus, we've already seen images of Cap firing an M4 in the first Avengers trailer; even *he* knows better than to bring a pistol to this kind of fight.