Is there a word for the arrow/pointer of a speech bubble
This is usually referred to simply as the tail
From Wikipedia (but acknowledging that the article would benefit from better citations):
The most common is the speech bubble. It comes in two forms for two circumstances: an in-panel character and an off-panel character. An in-panel character (one who is fully or mostly visible in the panel of the strip of comic that the reader is viewing) uses a bubble with a pointer, called a tail, directed towards the speaker.