“They are capable of carrying explosives and shrapnel.”
Yes, but not a big enough load I don’t think. These things are small. Dangerous? Yes. But not yet, at least I don’t think.
I have a drone on the way that can carry a KG of payload. With an optional octo- upgrade, it should be able to about double that. That's a fair amount of explosive power, if you can get your hands on good enough explosive. Personally, I'd rather just mount a camera and shoot video with it, but hajis are peculiar beings that seek to weaponize everything around them.