I use a product called Zap Gel. there are others out there and they can be used underwater without harming the inhabitants. there are also putties that are designed for use in reef tanks.
I think that any super glue gel will work underwater, you will want to be careful about getting it on you though. What are you trying to glue? As reefman already pointed out you can also use one of the 2 part epoxy putties underwater as well.
For added thickness we freeze ours for about an hour before hand we also keep one in the freezer . We use the duro brand . Be sure to wear gloves and have acetone (nail polish remover ) to remove from skin . Been there done that . Long story diffrent time :mrgreen: