In which of his writings did Luther say something like "I am not trying to be arrogant here, but I place my Christ higher than any dogma or council"?
Luther wrote extensively, and in German, making quote identification rather difficult. However, the language you use here is reminiscent of Luther's famous speech at the Diet of Worms, where he said:
Unless I am convinced by the testimony of the Scriptures or by clear reason (for I do not trust either in the pope or in councils alone, since it is well known that they have often erred and contradicted themselves), I am bound by the Scriptures I have quoted and my conscience is captive to the Word of God. I cannot and will not recant anything, since it is neither safe nor right to go against conscience. May God help me. Amen. (Marty, Martin Luther, 68)
Here, however, Luther does not say that Christ is higher than the councils, but rather the Scriptures. He does connect the two in other writings, and perhaps come closer to your language:
I pray the God of all mercies that he teach Your Grace this one thing, that Christ and his Word are more, higher, greater, and more trustworthy than a hundred thousand holy fathers, councils, churches, popes, etc., for the Scriptures call all of these sinners and lost sheep. (Luther: Letters, 164)