Zelgadiss is a strong swimmer, and can use a modified version of the Ray Wing spell to encase himself in a bubble of air in which to travel to the bottom of deep water. Also, he makes a good ship's anchor (oh canon, you're joyous).

Yrael can swim. Really. But good luck getting him into the water. Ick.

Sunshine likes to splash about as much as the next person, but she's not a strong swimmer and she knows it. There haven't been many opportunities to go swimming regularly, apart from taking basic swimming lessons when she was very young. Lounging on an inflatable thing or on a towel on the shore is more her style.