Per the Pact of the Blade description (second sentence), it can be any melee weapon.  Improved Pact Weapon adds 4 kinds of bows.

Thanks,

Also I've heard mention of Improved Pact Weapon - is that from Xanathar's Guide sourcebook? Is it from a specialised subclass or available to all fiendish warlocks with pact of the blade?

Its a standard Warlock invocation (but may not be from the PHB? What book was Hexblade in?). It just requires Pact of the Blade.

Improved Pact Weapon

 Prerequisite: Pact of the Blade feature

You can use any weapon you summon with your Pact of the Blade feature as a spellcasting focus for your warlock spells.

In addition, the weapon gains a +1 bonus to its attack and damage rolls, unless it is a magic weapon that already has a bonus to those rolls.

Finally, the weapon you conjure can be a shortbow, longbow, light crossbow, or heavy crossbow.