Hi and welcome to digideep.
I certainly don´t have all the answers to your questions, but maybe some advice.
Since I don´t know the temperature of your strobe and don´t have your camera try the following:
(Since it seems you´re more on the macro side, you can do this on land also with your equipment).
If you can set the whity balance manually, turn it to the same temperature (Kelvin) as your strobe. This definitely works.
If you do not have the option try the different white balance settings of your camera. Since you are using a strobe, usually the strobe setting should work best with macro.
On my compact camera I use the cloudy setting (it seems to add some red) only for scenery. For macro I use auto or strobe, which works pretty well for me.
Also, since on the short distance the strobe provides enough light, you could turn the color setting to normal I guess.
In order to find out the best settings, take a white sheet of paper and put something red, green, blue and yellow onto it (it can be anything from pens to gummibears, since it is just for comparative purposes).
Then take your camera with the strobe (as you use it under water) and shoot a series of pictures with different settings (White balance and color setting), and note down the order and change only one setting at a time.
After taking the whole series import the files to the computer and look which is closest to the original colors. Take this setting for your underwater macro shots also. Alternatively you can do this in the pool.
Also you mentioned that the picture gets darker the higher you set the strobe. I´m not sure why this happens, but I have the same phenomenon with my compact. My feeling is, that the higher the strobe setting, the longer the strobe needs to fire, therefore it somehow does not correlate exactly with the opening of the shutter (so it basically fires to early or to late). What you could to to circumvent this, is not to adjust the strobe but the setting in the camera (the EV setting, which you can usually set in steps of 0.3 up or down). If you find the picture overexposed just turn it to like -1.3 if it´s too dark try something like +1.3.
On this particluar picture the flash seems to be in the upper left basically from the top down on the subject. Therefore you get a pretty strong shadow below the nudis. Try taking back the strobe a little and turn it a little more forward in order to avoid the shadow. (Basically what I do in the beginning of a macro dive is, take the camera on the long arm in front of your face looking into the lens. Then adjust the strobe so it would flash directly into your eyes (of course without triggering the strobe, otherwise you will have difficulty seeing anything on your dive 
).
Hope this helps,
Marc
