AS to the bullet and sword thing, don't have a clue. I suppose if something was fired at them with enough kinetic energy, it would have some sort of effect even if the shields did stop it.
That's how I think of it. The borg shields have no problem stopping energy weapons, and I'd imagine that the shields absorb whatever kinetic energy the beams/pulses have, probably because there's little or no kinetic energy being exchanged. A bullet, on the other hand...I think that even if the shield did stop it, the kinetic energy from the bullet could easily damage the borg's internals. Kinda like how a "bullet proof" (bullet resistant, actually) vest stops the projectile, but unless the wearer is equipped with trauma plates underneath it, the force of the impact can still break bones. The borg could adapt, theoretically to projectiles, by increasing the the armor protection that the drones have, but since they don't face enemies with projectile weapons very often...why bother?