Can bailiffs tell me on a first attendance I will be arrested and he will bring locksmith to remove financed car?

No

Bailiffs cannot remove a car that is on hire purchase.^[1][2][3]

The hire purchase car does not belong to the debtor until the option to purchase has been made by the hirer.

The enforcement regulations do not set a limit on how many times a bailiff can can attend the enforcement address.

There is no power for bailiffs to use a locksmith to interfere with the locks to remove a hire-purchase car.

If a bailiff has threatened you with a locksmith to remove a car that is on hire purchase, then you can make a formal complaint to the court.^[4]

^{[1] Paragraph 10 of Schedule 12 of the Tribunals Courts and Enforcement Act 2007
[2] See: Can bailiffs take a car on hire purchase?
[3] See: Bailiffs clamped your hire purchase car
[4] See: Making a formal complaint about a bailiff}