In which order should I relic up for arena?

HK and that's it. Leave the rest as it is. In arena more relics probably won't make your climb easier, neither will they make you drop less. In GAC, on the other hand, you'll have a much tougher time when most of your relic power comes from a single team.

If you've already got them this high I'd just stop. I'm sure you're doing fairly well in arena with this and it's likely that the next wave of content will bring a new arena-dominant team.