I'd suggest you need to allow yourself a fair bit of expectation management - new system, know nothing about photography - and no lights. Don't expect too much!
Without a zoom ring you are going to be stuck with, effectively, a fixed focal length lens. I reckon that will be pretty frustrating. I'd certainly buy that!
On the vacuum valve, I'd agree with jander4454 that they give lots of peace and mind and security. But if you are really pushed for budget, I'd spend the money on the zoom ring. But make DARNED sure you close the housing up carefully. Follow the instructions and look out for stray hairs, bits of sand etc, getting on the o-ring. Money spent on a vacuum valve is, I believe, money well worth spending - but then if you haven't got it.....
As for settings, I'm not familiar with the A6500 (apologies) but bearing in mind no lights, I'd suggest you set it on auto and snap away. What I would suggest though is because of the technical limitations you are going to have, really give composition a lot of thought: rule of thirds, shooting up not down, getting REALLy close to your subject. Don't be tempted to shoot down at something swimming by. Perhaps find a nice bit of coral and see what comes on to it - rather than chasing fish. Perhaps look for "negative space" and see what is hanging around which might make a good pic.
After that, yeah, Caribbean water, good viz, take your pics in the first 10'-20' - and, most important, have fun.