I recommend focusing those 3 zetas on a palp team for arena. This is the general order i would go with assuming they are all g11-g12
1- palp leader is a must.
2- Palp unique comes next and gives palp great survivability with 50% protection...but dont forget the g12 health piece for the old man.
3- DN unique will shut down jedi training rey and chirut teams.
4- sion. Even at 4* he can hang in arena, and his synergy with DN is incredible.
After these 3 or 4, you can do Thrawn unique.
Darth Vader zetas are not that great