BrandeX: The versions you want are here anyway:
[url=http://wiwiki.wiwiland.net/?title=Arena_:_ArenaSetup_EN]http://wiwiki.wiwiland.net/?title=Arena_:_ArenaSetup_EN[/url]
[url=http://wiwiki.wiwiland.net/index.php?title=Daggerfall_:_DaggerfallSetup_EN]http://wiwiki.wiwiland.net/index.php?title=Daggerfall_:_DaggerfallSetup_EN[/url]
Finally someone mentioned those free versions. I'm surprised if there were still people in GOG.com interested about TES Arena and Daggerfall, but unaware of those versions (like the people who are talking about the floppy version offered on the Bethesda site).
So the question is: do the GOG versions differ in any meaningful way from those *Setup_EN versions? To me those versions are pretty much like GOG games: just install and play, everything is contained, even DOSBox and meaningful fan fixes.