1. Shoot up their escape vehicle until they give up. Be careful not to shoot the bounty!
2. The Dinghy on Elysian Island (near the southernmost part), and the submarine both give you SCUBA gear when you sit in the driver's seat and then disembark with Y (or triangle).
Also, when you're driving around in the Dinghy, Sharks will show up on your HUD as red dots... The more you know.
Hope this helps