Xavi took a long to establish himself. Arthur has the tools and mindset to succeed. He needs time and a different manager. There isn't one single new player who looks comfortable under Valverde.
How many forward passes, key passes, throughballs was Arthur making per game in Gremio?
If he wasn't making them on a regular basis there where pressure is minimum, don't expect he'll suddently become a master at them in the highest pressure.
In Brazil is where you display all your skills and with shifting to tougher team, you tone down some of these
See Neymar in Brazil vs Neymar in Europe
Arthur is doing his part. From 2 key passes in 4 games, to none