They also checked for bottles and food at Nepela 2017, and turned me away for having them. And that's practically next doors, and a small event... No idea if they still do that as I haven't attended it since, but for WC, I'd test the waters on the first day with a cereal bar or a small packet of nuts that you won't regret having to toss away if security decide to be strict a-holes. And with an empty water bottle. I don't think they will be too strict about small stuff, otherwise they risk long lines forming, and people not getting in on time. But I definitely wouldn't try to bring in something like a full 1.5l bottle and a tortilla wrap...
ETA, you wouldn't die of thirst anyways as there are are definitely food stalls at the Arena. But there might be long lines there, and the water might be a bit overpriced. I don't think they'd dare charge more than 3 euros for 0.5l though.