In one of my project I gave, 12v 1A raw voltage to VIN of Arduino Nano. It works really well till now. My initial idea was to use a linear regulator like LM7809 but ended up sensing a lot of heat from LM7809, so connected the 12v directly to VIN with a capacitor in between.
I think you can connect directly to VIN, anyway wait for the reply of other experienced members.
The heat will be generated whichever you do, either in the 7809 or in the on-board regulator if
using Vin. A 9V regulator will mean the heat is split between the board and the external regulator,
which ought to help lower the temperature of the Nano's on-board regulator.
With 8.6V supply there isn't really enough voltage overhead to use an intermediate regulator.
If the OP's UBEC is switch-mode it will generate much less heat anyway. We don't know if much of
the 3A is needed or not by the Arduino circuit anyway.