I shoot a Z9 underwater, after D850 and D810. I'm only using two lenses - the 14-30 and the 105mc. I only shoot the 14-30 with the Sea and Sea Internal Corrections Lens mounted, which made a huge difference when I shot the 16-35. I have to say I've never shot the 14-30 without the S&S ICL, but I'm of the strong opinion it's needed to have decent corners. I shoot the 14-30 behind a 230mm dome port on a 50mm extension. I shot the 16-35 with a 90mm extension. For macro I just use the 105z, and I find it to be similar to the f-mount, but a bit better. The 14-30 is clearly better than the 16-35.
I don't do much video, yet. I did spend a week trying underwater video on the D850, and I learned the AF is hopeless in Live View mode for any kind of moving subject. However, I also found that once you focused at 16mm and F8, you pretty much didn't need to change focus for the vast majority of the dive. Still, it would be nice to have working autofocus, and with the Z9 it works as well in video as it does in stills mode.
As for the WB issue, yes right around 50 feet you get the 'can't set WB' error, though you can eke out a few more feet in stills mode WB preset than in video mode. (But you can use the stills preset in video).
Let's talk about how much difference it makes to not be able to do white balance at 60 feet, 70 feet, etc. When I shot video, I'd set wb about every 10 feet or so, and when going deep I'd be sure to set one preset at 50 feet. And then I just used that preset for all depths greater than 50 feet. Frankly I don't see much need for a different WB between 50 and 60 feet, or even 100 feet. What am I missing? There aren't really any colors present anyway.
Flash synch speed. I can see that making a difference above water, particularly trying to get shallow depth of field in sunlight, but underwater I set my shutter speed to 1/125-1/160th for basically everything. I don't see a sync speed of 1/200th as affecting me at all.
Now - as for re-using f-mount lenses on the Z9 for underwater, I'm thinking that mainly applies to the 105mc. What wide angle were you shooting on the D500? It's likely to have to change, and in any case you'll see a huge difference in wide angle and depth of field going from DX to FX. You'll also start worrying about corners a lot more.