I'm converting my photos in photoshop from the source space of Adobe RGB to the destination space of Canon PRO-100 LU 1/2 Photo Paper Pro Luster and when I do this my colors change very drastically, the become darker and desaturated. 

The photo is changing a lot but I thought this was the correct way to print, to do  a proper conversion to the paper's profile?

What is happening when I convert from a source color space Adobe RGB to a Canon photo paper profile? How do I print and get the proper colors (fairly accurate)?

For instance with these blue colors look like different shades of blue when in Adobe RGB/sRGB as below, but when I print the 3 squares end up looking very similar, and in the print the last square which is really saturated actually looks like the top dark square on my monitor. Print viewed under tungsten lighting and compared a macbook pro at 3 bars brightness. Also when you see the print preview, it actually looks fairly accurate and is completely different from what I see in photoshop. Is there an issue with certain colors? For instance when I printed a desaturated yellow building it looked noticeably warmer than on my display in Adobe RGB




Question: How do they shoot long underwater scenes (especially the even longer stylistic ones)?
Answer: It really depends on the film, but the best example I can think of is the James Cameron's The Abyss, and I suspect they did the same thing in the music video you mentioned.

As detailed in this Time article about the film, there is a large tank of water for the scene to be filmed in, with all the crew using oxygen tanks. In between cuts, support divers with a spare oxygen tank will then swim up to the cast and give it to them. In the case of The Abyss, there was also an underwater oxygen refilling station so they didn't have to surface every time their Oxygen tank was empty (which would be once an hour), but in shorter and/or cheaper projects they would just swim up to the surface to do so.

Though in the music video, the angle of the light source seems to indicate that she isn't very deep underwater and could probably reach the surface with a single kick.