In my opinion, you are trying to progress inefficiently.
I have created a series of steps on how I think the most efficient way is.
Step 1 - Create Campaign Farm which can Solo Brutal 12-3 or 12-6
Step 2 - Create Clan Boss Team
Step 3 - Create Dungeon Team
Step 4 - Create Arena Team
It seems to me like you have done Step 1.
Than you jumped forward to Step 4.
Clan Boss gives you rewards every day.
Arena gives you rewards every week.
It seems strange to me that you wouldn't try to improve the area which gives you more rewards per week.
Oh, Well
If you want to focus on Arena, I will not stop you.
The arena team you should make is probably the below team:
Leader - High Khatun 19% Speed Aura
1st move: High Khatun ----> TM Fill + Inc. SPD
2nd move: SpiritHost ------> Inc. ATK
3rd move: WarMadien -----> AOE DEF Down
4th move: Elhain ---------> AOE Nuker
Huntsman & Robar are both DEF Down Champs.
Huntsman & Robar are both Nuking Champs.
You can swap them in for either WarMadien or Elhain.
If you want to swap either of them in for WarMadien, you will need to Book them.
You would want the DEF Down move to have 100% Chance.
If you want to swap either of them in for Elhain, you will just build them for Damage.
It could be a good idea if you need a Nuker of different Affinity.
Depending on enemy team you can change your nuker to counter them better.
Elhain - Magic
Hunstman - Spirit
Robar - Force
Last 2 things I want to say are:
1 - The Pitiless One is a stronger Magic Nuker.
If you wanted to upgrade Elhain to a harder hitting Magic Nuker, The Pitiless One is the hero.
2 - Don't get rid of Shaman
You said heroes with a cross on them are Past Champions or Future Food.
You don't want to have Shaman in the Future Food Category.
You might need Shaman later on for ORC Faction Wars.
ORC Faction only have 2 Revive Heroes
- Shaman
- Old Hermit
You may never pull the Old Hermit from a Shard.
If you don't, you might need Shaman to help you 3 star Faction Stages.
Anyway, It is just some fruit for thought.