I was curious whether your Deep Ones would need to live at high pressure, or whether they could gradually adapt to lower pressure. They would probably need to live at high pressure.
From http://discovermagazine.com/2001/aug/featphysics
Yayanos, Somero, and others have discovered a few of the adaptations
that permit deep-sea bacteria— and the cells of higher organisms— to
thrive under high pressure. For one thing, deep-sea creatures make
their cell membranes of squishier stuff. Cell membranes are layers of
lipids (fats) penetrated by proteins that, among other functions,
channel nutrients, wastes, and signaling molecules in and out of the
cell. If the lipids are too rigid, the channels close up— and high
pressure, like low temperature, makes any kind of fat more rigid. "So
deep-sea animals and bacteria tend to build their membranes with
relatively fluid lipids," says Somero. "Instead of butter they use
something more akin to vegetable oil." That is, compared with
surface-dwelling organisms, they use more unsaturated and less
saturated fat.
So they need it. Consider now a pressure vessel capable of containing 90 bar at sea level. Without the overlying atmospheric pressure (i.e. in space) the vessel will need to contain 91 bar. So a high pressure space ship would probably look much like a high pressure vessel at sea level.
For example, Windy here.

No doubt he would be more aquatically themed for use as the merman space ship. But he would be fine as is.
Commonly used steel gas cylinders can go to 2000-3000 psi which is more than your Deep Ones need. So: a gas cylinder.
For bigger tanks, a sphere is a sturdier structure than a cylinder.

from https://www.quora.com/Why-is-LPG-stored-in-spherical-tanks
The Spherical Tanks used to store LPG are called Horton Spheres. The
following are some of the reasons for considering Spherical Tanks
above any other shape -
1.As a Spherical shape is uniform from all sides the pressure gets equally distributed on all sides.
2.As spherical shape has no edges, (minimal concentration of stress) there are no chances of forming areas with uneven pressure which can
deform and puncture the tank. (Which is not the case with Cylindrical
or any other tanks.)
3.Spherical shape have the least surface area to volume ratio when compared to any other shape. Hence less material is required for
construction.
4.Spherical shape also helps in neutralizing pressure coming from all directions, this makes it more stable.
5.Also the thickness required for spherical tank to withstand same pressure is less than any other shape. Hence reduction in cost as well
as weight.
A spherical spaceship seems good. Like a reverse bathyscaph. You could put Windy's face on the side if you still wanted that.