MMO-Champion comes through again with concrete details on new content. As listed in the patch notes, 2.1.2 on the PTRs contains the Arena Season 2 items. The set names are apparently "Merciless Gladiator's [Whatever]." Most of the sets do not seem to be activated yet, but we have the full stats and appearance of the Warrior set, Merciless Gladiator's Battlegear (pictured at right).
Thanks to a helpful commenter at Wowhead, I have the following comparison between this set and the Season 1 equivalent, Gladiator's Battlegear. The new set has, as compared to the old one:
+22 crit rating
+18 hit rating
The gem slots and set bonuses remain the same. It would be nice if you could mix and match between Season 1 and Season 2 sets in order to get set bonuses, but I'm not sure whether this is actually the case.
Hopefully stats on the other sets will come to light soon; if that happens, I'll update this post.
Update: skins and set bonuses for all the classes' sets are now available.