For those with access to the BBC Music Magazine, the April issue has, as its free CD, recordings of Arnold’s Symphonies 2 and 4, in performances from the Northampton Arnold Festival in 2018 and 2019.
The Arnold Festival takes place every October (except last year, for obvious reasons), and in one recent season all nine symphonies were performed over the space of four days - the only time the whole cycle has been performed together, as far as I know.
Thanks, Jonah. According to the website of the Malcom Arnold Society, the orchestra involved is the BBC Concert Orchestra, conducted by Barry Wordsworth (no. 2) and Keith Lockhart (no. 4).