For ‘arrived’, ‘at’ is correct. In general both ‘in’ and ‘at’ could be correct for ‘airport’, with slightly different meanings. I’m at the airport. (The place where you get on airplanes) I’m in the airport. (Inside one of the buildings at the airport)

In +the name of a country/city, but At+ smaller places (stations/airports etc)

He arrived at the airport

At