What's a good skill set for arena?

If scoring is what you're after, go for high SP skills and seals. Arcticfox is probably the best place to figure that out.

If you're talking about trying to get bonus kills, then I guess that build works.

Don't use Iote's Shield. With Eir's extremely low defense and low HP, she won't be able to tank bows even with Iote's.
Maybe replace the seal with a skill like +Atk or, if your going for scoring, something like Def/Atk Ploy.

Double rally and a chill
Or a link skill
A ploy or guidance.

Water/winsweep with a smoke