Most of the close-up shots (where you would see the HUD) were shot in the pool (with a cave built in) in Romania. The max depth was 15 feet, most of us run the units on 0.7 setpoint and managed the PPO2 manualy to avoid unexpected O2 injection when we had to hold our position.
Whenever you see actors faces with the HUD underwater, they were about 3 feet deep "riding" a scooter attached to a steel frame while rest of us are blowing water and sand on them to create illusion of movement. Their rigs were pumped up with O2 only.
Here is an article about it.
Free ADM Articles