I think you can only recover ammo if it misses the target. For example: if my character shoots an arrow with his/her bow at a bandit, and the arrow misses, I'll get the arrow back after the battle. If the arrow hits the bandit (and does damage, I think) then the arrow is lost.
Also, thrown weapons can be tricky. If I don't have a thrown weapon equiped when the battle starts, and I select the character with the thrown weapon in inventory, equipt the weapon, then return to the battle, the character can't use the thrown weapon. However, if I select another character, then select the character with the thrown weapon, the character can use the thrown weapon. This may effect other weapons, but it thrown weapons leave the character's hand the most often. Also, thrown weapons are fired using the "use missle" attack.
Thrown weapons are great, since they have low usage requirements and are never lost in battle (from what I can tell).
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