What are my guests doing under water?
Late reply, but this does appear to be a known bug: http://www.bay12games.com/dwarves/mantisbt/view.php?id=9254
The person confirming the bug report was able to get the visitor to path out of the water by clearing the visitor tag from the visitor using dfhack. I assume if you did that, you'd want to then reapply the visitor tag once they've pathed to the tavern.