Ah, I see, so the product sorting dropdown is, by the looks of it, https://prnt.sc/uif9bp controlled by the GP theme, but not other Woo elements.
I added this for cross-browser support for the Woo variations dropdown.
select {
-webkit-appearance: none;
-moz-appearance: none;
-o-appearance: none;
appearance: none;
background-image: url('<custom_arrow_image_url_here>');
background-position: center;
background-repeat: no-repeat;
outline: none;
padding: 10px 10px;
}
select::-ms-expand {
display: none;
}