[Edi]

No, you can't buy UW PD, just the same as you couldn't in Dom2 either. You can only buy UW PD if you're Atlantis, Oceania or R'lyeh.

You also can't build any forts underwater unless you're one of the aforementioned nations, so you will either have to find the site Kelp Fortress (which gives a cave castle, not a kelp fortress) or you're out of luck.

Edi