At 18 minutes the warden refers to the sharks in the water around the island. Hence the name Shark Island Prison. The sharks are an extra deterrent to discourage attempts to escape, as escapees from the prison would have to swim through shark infested water to reach the mainland. This is the same concept as Alcatraz Island prison in California, and Devil's Island in the Atlantic off French Guiana.
Thalassa shares her name with thalassaphobia, the fear of deep, dark water. Interesting when compared with how she disappeared, as well as the environment of Shark Island.