Hi scuba_jc
Congrats on the new gear. Nice! I'm still a Nikon DX shooter but I hope the following may be a bit of help:
I'd suggest only you can decide whether you should go with macro or wide-angle to start with. You know what types of subject you are likely to see on your dives and what you enjoy photographing. Hard to say which is "easier" to start with. As far as compact size goes, maybe macro is a little more compact if you are going to use a large domeport for wide-angle (see below). More generally, I always reckon that there are more opportunities to shoot macro as you don't need reasonable viz.
A couple of other thoughts:
- mirrorless v DSLR aside, the big difference between DX and FF is the issue of wide-angle lenses. I'm sure you've read here that housing a wide-angle on FF is more complicated and costly than on DX. Maybe you were a Tokina 10-17 shooter (like me) on DX. But that won't work now - on FF or a Sony. If you don't go the wet lens route, (eg the Nauticam ones) you will likely need a big domeport (usually a 230) to house a wide-angle lens and produce reasonable corners.
- macro: if you've been shooting a macro lens on a DX sensor you will have seen that a 60mm macro lens performs on DX like a 90mm; and a 105mm like a 150mm. So the DX gets you closer and with DX you get greater depth of field. Moving to a FF the depth of field reduces quite considerably for macro and you wo';t get the reach that you had with DX. If you are used to using a 60mm on DX, I'd suggest you need to go for a 105mm length lens on FF.
Whatever you choose, I hope you have fun with it!