I would go to f5.6, that will help a little.
The key thing why you are getting "haze" in this sort of a shot is what Tom mentions, shooting toward the light. If you are in the shallows like this and using natural light you need to get the sun behind you, it will help illuminate the sealions and bring out the colour. Shooting at a downward angle in these situations also works, similar to your third shot.
Also, don't be afraid to try strobe, these guys are getting close enough to you for that, just bring the strobes out really wide and point them parallel with the lens and keep the front of the strobes behind the front of the housing. with strobes an fstop of 5.6 - 11 is good for subjects such as these that will be 2-4 feet away from you