This paper presents AquaMILR+, an untethered limbless robot designed for agile navigation in complex aquatic environments. The robot features a bilateral actuation mechanism that models musculoskeletal actuation in many anguilliform swimming organisms which propagates a moving wave from head to tail allowing open fluid undulatory swimming. This actuation mechanism employs mechanical intelligence through programmable body compliance, enhancing the robot's open-loop maneuverability when interacting with obstacles. AquaMILR+ also includes a compact depth control system inspired by the swim bladder and lung structures of eels and sea snakes. The mechanism, driven by a syringe and telescoping leadscrew, enables depth and pitch control - capabilities that are difficult for most anguilliform swimming robots to achieve. Additional structures, such as fins and a tail, further improve stability and propulsion efficiency. Our tests in both open water and laboratory models of 2D and 3D heterogeneous aquatic environments highlight AquaMILR+'s capabilities and suggest a promising system for complex underwater tasks such as search and rescue and deep-sea exploration.