I've noticed that a number of cameras, including my current Sony A7RII and former GH4 tend to turn water an ugly purple color when custom white balancing at depth, with or without filters for assistance.
As best as I understand it, this is because they push the red channel a bit too much in order to give a pleasing appearance to the foreground objects and make the white balance slate actually white.
One approach to combat this might be to introduce some red/magenta into the white balance slate itself.
But it seems it's possible to adjust the magenta in post as well. Here's the results of my initial test using ColorFinalePro in FCPX and playing around with the blue slider is the 6 vectors. The footage comes from Backscatter's review of the Sony A7RII and was initially exposed using a orange filter and custom white balance, I believe.
If anyone else has insight on how to improve on this, please share!