Depending on screen or window width, the second submenu could appear to the left instead of right, so a right arrow may be even more illogical. Maybe it’d be better if the entire submenu were moved down so a down arrow made more sense?
Also, you cannot simply alter the existing arrow CSS because it would affect all arrows in the nav menu. You’d need a more specific rule that targets just those second level submenus. It should be possible to have a right arrow on wider screens and a left arrow on narrower screens by using appropriate CSS specific selectors.
To move submenu’s position, you need to alter the CSS rules responsible for its positioning. Use your browser’s element inspector tool to help you identify what rules are applied and which need to be altered or added anew. You can edit the rules in the tool to learn what the correct values should be. Changes made in the tool do not persist, reloading resets the page back to its normal state.
For any desired changes to persist, copy the applicable rules to the Additional CSS section of the customizer.
The tool has a little checkbox dialog where you can apply a hover state to certain elements so you don’t have to literally hover over menu items with the cursor. You’ll want to use this so you are able to see the correct CSS rules while using the cursor for other purposes.
Whatever you end up doing for the submenu on the right, do it again for when it appears on the left when the window is made narrower.