From this article: https://arstechnica.com/science/2024/04/swimming-and-spinning-aquatic-spiders-use-slick-survival-strategies/

Spiders already possess some adaptations that help in the water, such as hairs that repel water and trap air around them (a).

The diving bell spider Argyroneta aquatica uses these hairs to transport a large volume of air to its underwater canopy (b).

Other spiders burrow under the sand and surround their nests with waterproof silken barriers to stay safe when the tide is high ©.

Desis marina builds its own watertight silk nest in the holdfast where bull kelp attaches to rocks (d).

Other spiders, such as Marpissa marina, build their waterproof nests inside old seashells (e).