One of the issues you are having here is that you are simply too far away from your subjects. Lights is absorbed by water and the further away you are, the greater the distance that the light has to travel. Judging by the focal lengths you are shooting at, you are considerable further away than you need to be to get sharp images. I guess these are all with the 18-55mm. I'm not sure about this lenses' performance underwater, but would only be using focal lenths like this at the 18mm end. If I need more zoom...get closer!
To be blunt, strobes would have little effect if you are too far away either. Their light drops off pretty rapidly
Another issue is that of white balance. Whe shooting using ambient light, it helps to manually white balance at the subject's depth.
Underwater color correction filters can help with this too.
Lastly, any RAW file will need editing in order to get the best from it. This is especially true when dealing with the way water absorbs light.
The screen grab from your friends GoPro footage is actually a case in point. GoPro footage is typically automatically corrected to some extent.