Can't guess how Arsenal will play later --- whether to play defense or more to attack like in the first leg, but if Arsenal's game is suppressed then the possibility of Arteta's strategy could be defensive all the time, because Real Madrid's way to win will be very wild to continue to attack Arsenal's defense.
I think Arsenal should play like the first game. If they play defensively against Real Madrid, maybe Real Madrid will be able to capitalize on that. If Arsenal plays their normal game and Real Madrid will have to attack and find opportunities, a goal they can find will bring them the next round. That's why Arsenal should be on the pitch in Spain, playing their own game. They shouldn't allow any surprises and I don't think they should play defensively. Right now, their chances of advancing are very high.
At least that's what I expect from Arsenal not to survive --- but in any condition Arsenal could have difficulty penetrating the Real Madrid defense I also doubt how their game in the League and now in the CL will be even harder even though in the first leg they won.
That Arsenal for example managed to add another goal advantage then the narrower the chances of Real Madrid to qualify --- but now Real Madrid will be favored in all respects, which should be aware is where Real Madrid can make a comeback and the opponent cannot withstand its ferocity.