Spear should of did much more damage to Drogon. Some guy threw a spear at the arena and stuck in in the side of the dragon. A spear traveling at speeds of 100-300 mph should of did some major damage.
There is a mention in the show or books so somewhere that Drogon had not yet grown his full "scale armor" during the arena. Now that he is fully grown he has a thick armor. Thus, when regular arrows are fired at him this time they just bounce off.
Jamie also tells Cersi that the giant spears won't cut it.