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I've never made arenas before, but I assume that everything here is the same as with regular maps. Objects like Arena Objects are not obstacles in themselves. You can try to cover the area under the walls with the Mask tool, or change the object's properties.
I tried the mask: the arena ignores it. But the method described by RedHeavenHero should work.
Added after 34 seconds
The coordinates of the blocked cells should be specified relative to the arena marker, and not to the beginning of the map coordinates. For example, if the marker is set to 40;50, and the blocked cell is at 44;47, then its coordinates will be 4;3.
Thank you very much! I'll try it.