There are a total of 5 collectible "messages in a bottle" located throughout
The Depths DLC. They are also referred to as "
flotsam" in the game. You cannot chapter select within the DLC, so you must restart the entire DLC if you miss one. Upon collecting all 5, you will unlock the achievement.
1 - Upon using the seesaw to get onto the cabinet, you end up in a room with a crate that can be dragged to a nearby sink. Do this, go inside the sink and grab the bottle before going down the rope to the next area.
2 - You'll reach a section where you use a lever to fill/drain a basin of water. Fill it to the top (100%), then drain it to 1/4 (25%). As the water is draining, jump in and swim to the right through a drain hole. In here you should spot the bottle in the background.
3 - Shortly after
2, you'll be using floating junk to cross some water and will also climb two small silos. The water will then widen and you should notice a platform in the back that can be reached using some floating junk. There is an obvious bottle on this platform.
4 - After crossing a large body of water (you'll jump off a hanging boat), you'll reach a large wall that you can climb. Halfway up this wall, turn back and jump onto the ledge behind you. With a running start, jump across to the left to find the collectible.
5 - After the final body of water (you'll use a TV to get across), you'll enter a room with a large staircase. Before going up, go to the right side of the room and find the bottle behind the planks on the wall.
Thanks to user "
Cortexia" for the help with some of these locations.
Also make sure to grab the
Fun and Games Ahead achievement during your playthrough which is missable.