Is there different ammunition types for arrows, crossbow bolts, blowgun darts?  Is there any knowledge of bolts that do bleed damage, grappling, or give advantage when it comes to climbing.

There’s nothing official, but I’m sure you can find some homebrew stuff on DMs Guild.

I know of silvered ammunition and plus ammunition. (higher chance to hit and  damage) People can make fire ammunition at the DMs discretion. There are spells that take effect with an attack. No bleed mechanics in 5e and for climbing you use pitons.

There is no homebrewed ammo yet, the system won’t let us make it yet. But you could check out Walloping Ammunition, it says only for Blowgun, but that’s technically a mistake. There are weapons of every sort with the Vicious or Wounding enchantments, so ammo like that wouldn’t be so strange. And of course Adamantine Ammunition and the Unbreakable Arrow?

Fattsgalore I was trying to mimic Prince of Persia the movie when the crossbows help him climb the wall during the invasion of the city.  I thought that was a cool support aspect of the crossbow.  

Quote from DeHaan000 >>

Fattsgalore I was trying to mimic Prince of Persia the movie when the crossbows help him climb the wall during the invasion of the city.  I thought that was a cool support aspect of the crossbow.  

 That doesn’t require special ammo in D&D, just some imagination and a DM who will reward creativity.

Quote from IamSposta >>

Quote from DeHaan000 >>

Fattsgalore I was trying to mimic Prince of Persia the movie when the crossbows help him climb the wall during the invasion of the city.  I thought that was a cool support aspect of the crossbow.  

 That doesn’t require special ammo in D&D, just some imagination and a DM who will reward creativity.

 that is true, but my wife is trying to DM for the first time and was hoping to give her some guidelines to make it easier to understand and not overwhelm her to much.

I gotcha. But special ammo with special rules for something like that might be more confusing.

First time DM, huh? 

First rule? Have fun!

Dont get bogged down by rules. Either fake it, make a quick call, or skip it all together. As the DM she makes the rules, and just keep the game moving.

Immovable Bolts based on an immovable rod would be cool. Just have them activate on impact rather than when you press a button, and I'd give them a short duration before it wore off.