Ok, these are just my take on the matter - others may have alternative settings...
3. ISO Auto = Off (unless you want the ISO to automatically set itself to 1600 in low light).
10. Exposure Comp. = Off (use the camera in Manual mode and change the background exposure based on the meter reading unless shooting really fast action when you may want Aperture priority and some exposure comp).
11. Braket Set = AE Only (unless you have a housed SB28DX or another DTTL capable flash, all the Flash bracketing settings will do nothing at all. In AE Only mode, just the background exposure is bracketed. I tend not to bracket underwater though, unless I'm really uncertain about background exposure. I simply shoot the background using the histogram and then do the flash calculation manually and check the histogram again).
14. AE-L/AF-L = This one is very much a personal preference and I often change the settings depending on the type of shots I know I'll be taking on a given dive. I would normally choose between using the AE-L/AF-L button to start AF, or having the button as AE lock, but this is one you'll have to try for yourself and see what works with your technique.
20. Dyn. AF AF-S = Off or Closest Subject/on. Again this is a very personal preference. I tend to set it as on, but sometimes I just select individual AF points and use them separately rather than using all five together.
23. Flash Mode = Manual Doesn't really matter as almost any dedicated UW strobe will not do DTTL anyway and therefore will automatically default to Manual flash. This mode will only make a difference with a DTTL capable flash. You may want to just check that the flash is recognised as being present though (when the camera is in the housing). It is possible that some housings may require the Flash mode to be set to Manual in order to function correctly.
24. Anti Shock = OFF This is to minimise mirror slap when the camera is on a tripod. It simply delays the exposure a few mili-seconds until after the mirror has popped up, before it opens the shutter. It will make no difference UW unless you are shooting from a tripod, and even then I'd say currents would make more a difference.
Hope this helps.