I am trying to change the 'arrowup' icon replacing with 'up' icon. Is there any way to do the same? I have been able to override CSS of this datatable component in various places, but changing the icon is taking a lot of time. Any suggestions will be quite helpful.
LWCs use a shadow DOM and therefore you cannot have an impact on their content using externally applied CSS. There is, therefore, no way** to override the UI of an existing component unless it explicitly allows it through its API or the CSS applied to its container node. This makes a lot of sense because then the user has the same UX for a specific component consistently across the entire Salesforce experience.
That said, there are **hacks (such as that covered here), but I strongly suggest you don't bother going there and remind you that if you adopt such hacks the LWC infrastructure may block any and all of these hacks as it sees fit in any Salesforce release.