How impactful are 1-2 level merges on 5 stars for Arena Score?

If the arena score calculators are to be trusted, every merge counts. To be honest, in order to completely maximize arena score, it's best to avoid using ranged units at all. That being said, unless you like using Celica for PvE, keep her for Distant Defense. Lissa is a hard call. Having the highest BST of them all means that she is very heavy in arena so merges definitely help, but bold fighter is very premium. If you don't have any other armored heroes that you're biased towards, and you don't use an armor core with a unit that would really like bold fighter (Brave Axe W!Chrom, Brave Lance Effie, Brave Bow H!Jakob), then merge. As for Fjorm, Attack/Defense bond is kinda gimmicky and doesn't fit on a lot of units. There's also the fact that when it is water season, water blessings increase arena score. So overall, if you don't have any strange builds that require Atk/Def bond, go ahead and merge her.

dont waste the winter lissas b slot on merges, PLEASE. id kill for 1 more lol, not to mention getting increased scores isnt to hard, use skills that use a lot of sp. my defense/offense team isnt even +1 and im in tier 19

On Fjorm, very. Her Ice Mirror gives you 500 SP; so does her Legendary weapon. Fjorm is one of the few units that are viable at low merges for scoring. She also gives wide coverage. (Gamepress generally gives low ranking to mix tanks, which seems unjustified.) Give Fjorm QR and CD seal. She is golden. And the extra stats do help. (I have 4 Fjorms and have been working with +2 merge for a while.) Although teams with Fjorm tend to be hard countered by Poison Dagger. Something to think about. Also Fjorm has Atk/Def Bond. That can be a good fodder. But I still think the utility of merged Fjorm outweights the value of Atk/Def Bond fodder, which seems inevitable to be available elsewhere in the future.

On Celica, no. Save her for fodder or future merges. +2 on a mage is just not enough scores. Also not strong enough.

Lissa. No but also somewhat yes. She doesn't come with legendary weapon or 500 SP special. You can run a Brave Axe set with Aether to salvage score. But a player phase armor unit requires movement support -- preferably in the form of armor march. Keep that in mind before you build a player phase Lissa. Now +2 does give her reasonable scoring potential. (Same as +1 BK if I recall.) But it is questionable whether a measly 709 ish score is worth giving up her Bold Fighter. If your team average at 709, you can't stay in Tier 20. So +2 merged Lissa drags your team score down. That's some heavy investment for dragging scores down. In a few months, you may not even be able to reach Tier 20. Meanwhile, there are quite a few other units who can use Bold Fighter well. Jakob, Zelgius, and Hector are a bit locked. (Less so Hector.) But Effie is reasonably available. Final verdict: save your extra Lissa for the future. Meanwhile, if you have multiple spare armor march, give a -Spd Lissa one and entertain yourself with quad monster.

As much as I love Celica, she's not amazing in Arena. Fjorm is essentially a worse Nowi.

Now W! Lissa... I made the mistake of foddering the only extra one I had. Granted, it went to my +ATK/-SPD Brave Lance Effie, but in the long run she needs to sport a DC set, and I'm gonna wish I merged that Lissa.

So, basically I'd save the extra Celica's for SI. Merge the Fjorm and maybe use it during water season, and definitely merge Lissa.
Give her Brave Axe and never look back. You should complement her with 3 RGB baiting DC units to round out your armor emblem team, IMHO.