A few other thoughts. The arena that they are competing in is no doubt also a shrine (at least) to some god. This could add to the difficulty of using other magics there. I don't know off hand what god it would be, but he/she/it could easily have an "ritual battle" sub-cult (in charge of arenas and other ritual slaughter), which provides feats that help suppress magic, or perhaps only any magic not coming from a "combat" affinity.
Then you the more mundane measures. Rows of guards with bows ready to turn you into a pin-cusion if you make a wrong move. Possibly a sorceror to strike you with really weird magic. And if they regularly abuse orlanthi in this way, maybe a tame member of a ritual enemy or still-air type cult, that could specifically counter certain dangerous magics (like tornadoes tearing through the spectators). Finally, if things start getting weird, the spectators all have magic of their own, too!
The advantage of this sort of "security" is that it gives the possibility of sufficiently powerful and sneaky heroes breaking out....although only at incredible risk to themselves. Just the way that it should be, IMO.
--Bryan
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