Researchers thought that insects might not live there because their respiratory systems would implode from water pressure. But certain fly larvae in East Africa make daily trips toward the bottom of Lake Malawi with the help of strong air sacs that contain a stretchy protein
Diving bell spiders live underwater. They use their web to trap a bubble of air that they use for breathing. They have no issues operating underwater.
https://youtu.be/1rlt9yAhqTw