Strangely the game conviniently forgets to mention that Arrow-proof doesn't work in the fight pits. (I can see the logic in it, because it'd be too OP. Imagine, if an orc would be completely immune to basic melee attacks). Still it isn't mentioned so I'm just posting it here as an info for others to avoid nasty surprises. (Like losing one of your best soldiers in the fight pits, because the game doesn't tell you vital information.)