All of these forms are awkward. They might be understood correctly but would be jarring to sentence flow and understanding.
The form "immigrants arriving in the US" suggests the group that is arriving at the moment. One pictures an airport with a plane that has just pulled up to the terminal and a group of people getting off the plane.
The same applies for any form using "arriving." So "who were arriving" is just as awkard.
The reason these are awkward is because "immigrant" means somebody who has already arrived. Somebody who has not yet arrived is a prospective immigrant or a future immigrant or an intended immigrant or some such.
So emphasizing the arrival is awkward. It's like talking about eating fresh-baked bread after it is baked. Even talking about it "immediately after it is baked" is a bit suspect since "fresh-baked" includes the idea of "immediately after."
And using any of the "arrived" forms is especially awkward since precious few immigrants will leave before they arrive. Such events would be some variation on "decided not to come" or "decided not to be an immigrant" or some such.
You should omit "arrive" entirely. Some such variation as this would serve.
Only a small percentage of immigrants to the US ever returned to their native countries.
Now you might include "arrived" if it was a qualifier of some kind. For example, if you were talking about the percentage who returned who arrived in one decade compared to the next. But note that there is some implied ommission here.
Only a small percentage of immigrants who arrived in the US in the 1970s returned to their native countries. A larger, but still modest, percentage of immigrants who arrived in the the 1980s did so.
Here you could pick "who arrived," "that arrived," or "arriving" as you prefer. This is because the qualifier "arrive" is now specifying a date range and is distinct from the arrival that completes a person's becoming an immigrant.