Well, the best way is obviously to use a phase device.
Another option is to simply outrun the souls - I've played a lot of AoHu recently with scout, and I've sometimes even managed to outrun them without taking any damage at all.
If you finish Hell's Arena, chances are you'll find phaseshift armour, which you can immediately A mod, which gives it +40% speed bonus. Invest any further agility mods you find into tactical boots (or armour, if you don't get phaseshift), though the chained court is quite dangerous. I avoided it in my AoHu runs like a plague, only entered it once by accident and almsot made it out alive - arena master was almost dead when he killed me.
Anyway, with some combination of hellrunner, A-modded phaseshift armour, scout speed bonus, tactical boots and tactical armour, (and running, obviously) you should be able to reach safety of the entry doorway and deal with the souls/cacos at your leisure.
Before you reach the place where the souls are released, switch to running, then once they come, go straight back where you came from and once behind the door either blast at the bastards if they are still quite far, or shut the door in their faces before they can block them and wait for a better time to attack.
Don't bother with the red armour for this encounter - it slows you down and will get you killed.
