These are to do with the Arena District, not the Arena interiors.Maybe amb_arena.cts and arena.cts might have something?
While I can't find what controls it, it turns out the Killzone only applies to the Y Axis (height) of the fighters. Meaning that while Fight Club can't take place underground, it can take place outside of the Arena! (So long as the Y Axis is above approx. -4.5).
(eg: Saints HQ is not possible, but most other places - including even the Phillips Building - are!)
I'm currently working on putting something together!