Several employees seemed to really like the idea but the owner felt otherwise sadly.
The cost of adding a picatinny would, in theory, be quite small depending on how it's done. They might have a (temporary) market advantage as the only spear-gun with a picatinny rail.
You'd only need 2 (or more) screw holes, and then a standard picatinny rail with screw-holes. Some picatinny rails already have screw-holes, or are designed to work with M-LOK or MOE. Aftermarket (third party) picatinny rails are available for various firearms, such as shotguns. For the most part, these rails are very inexpensive.
Anyway, the cheap way to do it as a manufacturer, is to just add 2 threaded screw holes to the item, and then manufacture a standard picatinny rail.
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As far as DIY, drilling holes in rails is quite doable. Polymer rails being the easiest to drill. Aluminum rails would take a little more time, but is still well within what can be accomplished with a normal electric drill and a few drill-bits. (Ideally, you'd use a drill-press, but that's not that necessary).
That simply leaves screw-attachments on the spear-gun itself. I don't have one of these spear-guns in-hand, but that may be as simple as drilling a couple holes, and perhaps tapping (depending on screw-type).
(I also see two screws holding a small black piece on the side of the spear-gun photographed.)
Pretty sure I have saw a light that would clip into a gopro mount.
There may be light-clips. If not....
Something I've done before is taken a clamp designed for attaching a go-pro to bicycle/motorcycle handle-bars, and modified that to hold a flashlight. If I remember correctly, you have to trim off one of the 3 "pivot posts" and maybe shave a little bit of plastic. Basically converting it from a "3-fork" to a "2 fork", which fits inside the "3 forks."
(Maybe if I can find it, and take a photo, it'll be better than my description) If the opening is too big for the flashlight, you can stuff some cloth in there.