Hi Petra,
When moving from stills to video, the biggest change is the need to white balance already whilst underwater because 8 bit video has far less post processing tolerance than a 16-bit RAW picture has.
If you want to keep your initial expenses low, you can begin by just using available light and manually white balancing with your Canon camera. Your camera will give fairly good color reproduction if you take a shot of white/grey sand or stone or even your own palm and then use the custom white balance feature in the Canon menus. Considering the light Spanish waters, you should get reasonably good shots upto 20 meters depth. Deeper than that, you might have to make compromises between accurate color reproduction and noise, especially in the red channel. Using your palm for white balancing will help a little. You'll have to be careful of not over compensating because then e.g. rust spots of wrecks might appear excessively red.
The other route to go, is to use video light(s). If you are shooting just small fish and fauna, a smaller lamp of 2000-5000 lumens might be sufficient to restore most of the colors. However, for anything larger you'll need a lot more light, especially if you are competing with the Spanish sun underwater. I personally use anything between 16000 and 100000 lumens of video light power underwater because I shoot caves and wrecks in deep/dark waters. Something that I do regret is that I prioritized total lumens instead of good color rendering. In the market, there are very few video lamps that have a high color rendering inder (CRI) of 96 or higher. If I would be investing in video lights just now, I would definitely consider Keldan video lights. Earlier there used to be excellent but overpriced 200W-300W HMI video lamps, that had really excellent color reproduction, but, those lamps are very rare now.
Concerning lense selection, it depends on your targets. A lense with a long zoom range might seem a good overall choice. However, the longer focal lengths will emphasize any unintentionally movement and shake unless you are prepared to use a monopod or tripod. A monopod or tripod will help a lot but you loose some flexibility. In practice, most shooters end up in having a wide angle lense and a separate macro lense.A 16-35mm WA zoom lense (or 10-17 for cropped sensors) is a fairly good choice. However, for video, you definitely will appreciate image stabilization (IS) in the lense. I personally use the zoom control only couple of times during a dive. Depending on subject matter, I normally select a focal length between 17 and 22 mm, hardly even anything longer.
It is possible to learn to shoot video without an external monitor. This is assuming that you have good practice of focusing always before a shot. Pls note, that focusing in live view/video mode is much slower though! By using an external monitor with proper video features for focusing and correct exposure you can improve video quality a lot. However, a proper monitor will will easily double the size of your kit. If travelling by car or boat this is not a problem, but for air travel the monitor and video lights will increase your travel costs.
Best Regards
Richard