Blue units are a must to deal with the tons of red lords that are everywhere in arena (and story, also). I would say, definitely replace Cain with a good blue that you happen to have or get. Some of the best include Robin (M) (excellent counter to Takumi), Linde, Nowi, Azura, Abel, Cordelia, Catria, Effie, Corrin (F) and Hinoka. That would greatly help your team.
The question about Lyn is: should you replace Marth with her? Having both in the same team isn't a good idea. Lyn is totally offensive but more squishy, and Marth is more decently resilient and utility focused, with decent offensive (and can deal with dragons very well). If you want more offensive power, I would recommend Lyn. If you want more utility and not being too squishy, and having more options to deal with dragons, Marth. Also, note that Galeforce isn't reliable in arena, you rarelly will trigger it without a dancer. It would be better to use Night Sky for the reduced charge time.
And for an arena defense team, definitely Marth, because Lyn is at her best when you can work around her -50% hp skills, and the AI don't do that well when using her.
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