Is there something to make them deadlier ? Throwing knives especially, it's kinda going with a character idea I've been having.

Just ask her out/break up with her.
Ha, just kidding. You want them to do more damage? Open the CS, change the numbers on the damage.

Really ? That seems like a gameplay tweak that would have already been made.

Are you on PC, and/or are you familiar with/do you have the CS?
Make an alteration in it, name it, and mark it when you load your game. This tweak is called a mod.
If you want something that the game doesn't already have, like really deadly throwing weapons, you'll have to do this.

Not a lot of people use throwing weapons, but if has been done and released, it'll probably be on PES, TESNexus or ElricM.

A quick search turned up a fair few results but this one seems the most suitable as you wanted to change the existing weapons rather than add new ones to the game, right?

http://www.tesnexus.com/downloads/file.php?id=8013