Where can I find the token lists specific to a chain (for e.g. Arbitrum)?

You would have to identify the ID for the chain you are looking for using the asset platform endpoint. Once you have identified the ID, replace the correct ID in this link https://tokens.coingecko.com/<ID>/all.json

In this case, it would be https://tokens.coingecko.com/arbitrum-one/all.json