After the first ship segment, you reach small stairs followed by a bridge that you have to activate so that your companions can cross. From the start of this specific bridge, you can see a gold bolt in the water below, on the left. Dive to get it.
Near the beginning of the level, next to the area where you can get on the boat, jump into the water and follow the bottom of the cliff on your left to find a cave entrance. Follow the path to complete an optional objective and get a gold bolt.
From the furthest east area of the map, you can see a small rocky island. Swim to reach it and climb on top of it to get the gold bolt. Beware of staying within the limits of the level so that you do not get eaten by sharks.