I want to say, welcome to the forums. (Abit late I know)
"Could an arachnos agent leave Arachnos and live.."
Well only if he or she goes undercover and then leaves (making a new identity). That is one way. I do get the feeling not, unless he/she gets strong friends.
You could simply ignore that they are arachnos, to just get the crab set up etc.
"Would an arachnos be welcomed..."
I believe so, after all redemption is a big gig on the blue side.
You could join "Union Roleplayers" and ask a few players there, telling the concept etc. I'm sure they will be delighted to get you. 
(Oh and welcome (hopefully) to Union.)
Lady Arete on Unionhandbook
My Excel Badge tool
Yeah. Welcome. I don't have much to add, except that your character's story is whatever you want it to be.
Hello everyone, First time posting. I've been playing COH on and off for a while now and i wanted to try role playing and union sounded interesting. However i wanted to ask a few questions before i begin.
Would it be possible for an Arachnos soldier to leave Arachnos and live?
(I think the archtype is interesting and i'm not much of a villian so i was going to make it a hero come level twenty-ish.)
If so, are there any supergroups that are willing to have Ex-Villians on their team? Or maybe willing to help him along on his decision to leave?
Thank you in advance.