Lovely stuff, i like that it is a bit like master blaster and you have separate sprites for the vehicle and the pilot. The only two things I can think of is:
1- I am not so found of non outlined sprites, but as you are having dark backgrounds this is probably the best choice.
2- perhaps you could unify the tint of the big objects shading towards the dark blue/teal of the background for more ambience (like you are already doing with the green paint parts). Going more realistically underwater than that would mean filtering the red element of colors, and I don't think that would improve anything, as the lively oranges and red mid tones are looking nice, so maybe just making the shading globally colder would be a good compromise.