When using the line tool, you should see the custom shape tool. Click on the downward facing arrow besides the custom shape tool button and you should see the checkbox to enable/disable the arrow heads.

If you save a file as tiff you will not have the layer information. Next time you use layers, save the file as Photoshop format first. If you need to output to jpg or tiff then use the photoshop file to export. Again, layers will not be saved in other formats except PSD photoshop format.