As long as Presidential security remains loyal to President Yoon I don’t see how they are going to be able to arrest him. However, if the Constitutional Court validates Yoon’s impeachment that is when I suspect Presidential security will allow him to be arrested. This is why the authorities should probably wait for the Constitutional Court to render their verdict first before trying to arrest Yoon:

The state anti-corruption agency has asked the police to take over the execution of a warrant to detain impeached President Yoon Suk Yeol over his failed martial law bid, both sides said Monday.
The Corruption Investigation Office for High-ranking Officials (CIO) made the request in an official letter late Sunday with one day left until the warrant’s expiry.
“The CIO sent us an official letter requesting our cooperation without prior consultations,” a police official told Yonhap News Agency. “We are internally carrying out a legal review.”
The CIO halted its execution of the warrant last Friday after an hourslong standoff with presidential security staff at the presidential residence. (……)
Sources said the CIO’s letter was prompting complaints within the police that the agency was trying to shift its responsibilities after passively executing the warrant last Friday.
Yoon’s legal team has rejected the warrant as illegal and invalid, noting the CIO is not technically authorized to investigate charges of insurrection that Yoon faces over his martial law decree.
You can read more at the link.