I would recommend any high Res unit with the abundance of mages in both the arena and events. Plus there's way more ranged magic threats than physical ones in the game. Multiple types of mages versus one category of archers, and daggers tend to not do much damage with only a couple exceptions.
There's also plenty of higher Def built-in DC units in the game already.
Green Units like Anna/Hawkeye/Titania would help you the most if you're focusing on the arena.
Mathilda could be quite strong against all of the mage cavalry like reinhardt with her weapon.
Peri has unusually high res and strong offense stats.
Same as Lloyd and his legendary weapon, the Regal Blade, synergizes with a DC baiting build and he would be quite good for events with the number of red/green mages showing up in TT/Grand Hero Events like Veronica/Sonya/Celica)
Shanna/Fir/Florina/Caeda/Clair tend to have high Res and Spd stats but rely on using specials (Moonbow/Iceberg/Glacies/etc.) and special enhancing weapons for damage (Wo Dao/Killing Edge/Slaying Edge)
Sheena is actually an astounding pick for DC having the best all around defensive stats (45Hp/36Def/33Res) and having green typing for arena, dealing with the most common mages in the arena. Her Def still works against archers/daggers(esp poison dagger being an armor unit) . But she also relies on her special for damage. She already starts with the killer axe which is great for her build, probably could add QR for damage or Wary Fighter for survival.
Est kind of stands out by having really high attack with a high res.
Camilla/Narcian would probably make a really strong emerald axe DC build with their balanced stats. With Narcian starting with an emerald axe.
Selena is also incredible TA user, but maybe giving her DC and a ruby sword instead of TA would improve her combat flow. Tobin/Palla are also quite similar to Selena.
For B Slot Skills: Quick Riposte would work well with any Distant Counter build. Breaker skills also do the job if targeting specific types of enemies to cover for your teams weaknesses.
Vantage is also a solid choice for defense builds as well as Renewal or maybe seal skills.
Threaten Def/Spd and Atk Ploy are probably the best C slot skills for a DC build. Threaten Spd for faster characters since ranged characters tend to be squishy and Atk Ploy making use of their high res and increasing their survivability.