Term like air lock, but underwater?
The answer is... airlock:
an airtight chamber permitting passage to or from a space, as in a caisson, in which the air is kept under pressure
It's the fact that there is pressurised air inside the "space" that makes it an air lock, not what is outside the "space". "Space" here being a space station, or a submarine, or a plane; and the outside being a vacuum, water, or low pressure air respectively.