I had a look and grabbed a screen shot from the paused video and looked at the histogram. You have a red peak on the LHS of the histogram and the green and blue are centred over to the mid RHS. What this represents is an overall lack of red and the image is all in the greens and blues. To have any hope of colour correcting I would be able to correct that screen grab in PS, but when you attempt it it creates all sorts of colour noise. Basically a complete lack of red in the image, so there's nothing to work with.
On a side note what is it with video colour work that they have present you with colour wheels and other devices. Levels once you know what's going on is so intuitive and you work directly on the histogram. Seems like they invented these new things to try and differentiate the software from still processing apps.
Personally, I find waveform representations of an image vastly superior to a histogram and much easier to use as a reference when grading. I wish I could have a waveform display in Lightroom/Photoshop.
I'm not sure what you mean specifically by levels -- do you mean the exposure/highlights/shadows/whites/blacks sliders in Lightroom? Most programs, FCPX, Premiere and DaVinci Resolve included, allow you to use curves to adjust exposure and things like contrast, color balance and saturation, not just color wheels. The Lumetri panel in Premiere (based on my limited use) tries to be somewhat similar to Lightroom/Adobe Camera Raw also. Really, the luminance part of the color wheel works very similarly to the exposure/highlights/shadows slider in Lightroom. But they offer the additional option to push a certain color cast into only a certain luminance range in your image. You can't really do that with photo editing software for the most part without applying luminance masks.
One feature I miss a lot when color grading is Lightroom's "Dehaze" slider. Something like that which boosts local contrast and saturation could do wonders for underwater video. I don't know of any easy way to replicate it in FCPX or Davinci Resolve.