High frequency small signal model of PMOS vs NMOS
What changes for PMOS?


Just the applied voltage polarities. Source is most positive and gate runs negative with respect to source. Drain becomes more negative with respect to source too.


  The only problem is the arrow directions for the current sources


You don't need to change anything if you accept that the gate-source voltage is reversed and therefore the drain current also reverses.


  I don't have the intuition for why the current source in the high
  frequency NMOS picture above had current going down from gate to
  source


It doesn't: -



The current is from drain to source and, with the gate voltage reversed, the direction of current reverses. 

Basically, the model applies to both devices.