I haven't created arenas myself, to be honest, but I opened them in the editor without any problems to find what I needed. By the way, you can try that too if you don't have the goal of creating something completely original.
Regarding storage: obviously, it's in data.pak, in the same path as in the editor. Scenes/blah-blah-blah.
Another question, which loses its meaning if the answer is negative. Can you specify a particular arena when fighting a specific hero? And can you play a specific melody?
2) I think I saw a parameter for the arenas themselves that sets the music. Just in case, I'll check.
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Yes, that's right, there is a Music parameter. But for some reason, the developers don't use it, so it's not certain that it works.