"When do they arrive?"
Translation:Elles arrivent quand ?
What you propose is not an interrogative format per se. It is constructed as a statement with just a question mark at the end.
Actually "quand ils arrivent" is the form of an indirect question, like: "I want to know when they arrive / Je veux savoir quand ils arrivent", instead of "I want to know: 'When do they arrive?'" / "Je veux savoir: 'Quand arrivent-ils ?'".