The combinatorial discrepancy of arithmetic progressions inside $[N] := \{1, \ldots, N\}$ is the smallest integer $D$ for which $[N]$ can be colored with two colors so that any arithmetic progression in $[N]$ contains at most $D$ more elements from one color class than the other. Bounding the discrepancy of such set systems is a classical problem in discrepancy theory. More recently, this problem was generalized to arithmetic progressions in grids like $[N]^d$ (Valk{ó}) and $[N_1]\times \ldots \times [N_d]$ (Fox, Xu, and Zhou). In the latter setting, Fox, Xu, and Zhou gave upper and lower bounds on the discrepancy that match within a $\frac{\log |Ω|}{\log \log |Ω|}$ factor, where $Ω:= [N_1]\times \ldots \times [N_d]$ is the ground set. In this work, we use the connection between factorization norms and discrepancy to improve their upper bound to be within a $\sqrt{\log|Ω|}$ factor from the lower bound. We also generalize Fox, Xu, and Zhou's lower bound, and our upper bounds to arithmetic progressions in arbitrary convex bodies.