There weren't 100s of Harpies, there was a couple dozen. And there wasn't just 2 warriors defending Dany- there were at least a dozen Unsullied, who had spears, shields, armor, and training. This easily trumped the numbers advantage of the Sons of the Harpy, who are (in the show at least) essentially hired swords with no training and no real zeal for their cause. Out in the arena was the first time that Danny's people were able to mount some semblance of a defensive position, and every SotH knew that to approach that defense was instant death, even if they thought their numbers would eventually win the day.