I made only 1 arrow visible at a time on the PSD but the 2 arrows stay faded but visible when I export as you can see:
Here is my PSD file.
The issue we have here comes from transparency in the original image which can not be preserved on exporting to GIF:
What we can see is an almost transparent arrow on the right side of the original picture (left) presumably left over from a fade effect we may have used. On reducing color depth when converting to GIF this transparency information is lost (right). It was replaced here by white from background. This is because we can only have one single 100% transparent color in a GIF file.
To overcome this we can
Your .psd files shows 3 arrows and movement. If you don't want 3 arrows, remove 2 of the arrow layers. If you only want opacity to change, then duplicate one frame, adjust the opacity on the (single) arrow layer, then tween between the 2 frames of your animation:
Make certain your first frame is set to "dispose" before tweening.
If you want one arrow moving right to left. Start with frame 1 and the arrow layer on the right. Add frame 2, and then move the arrow layer to the left. Then tween between the 2 frames.
If you aren't happy with the build up of the arrow, then you need to alter the little bouncing ball icon on the frames - control-click it and set it to "dispose" so it disposes the previous frames.
Beyond this... I don't know what you need since you failed to describe the actual issue.
For all of the above, you only need 1 layer with the arrow, not 3.