One of the guards starts blowing his whistle to summon help. Since the boat that they are on is at least a mile or more off shore, a whistle would not be heard by anyone other than the people on the boat.
The explosions of the grenades are obviously stock footage of underwater explosions, since they are nowhere near a shore where they can be thrown from. The explosions are also much too big to be from grenades.
The boat that the guards are on seems from every visible angle to be at least a mile offshore. The fact that it had been traveling under power for a while supports this. Yet when Mr. Nelson and the others make their escape, they receive fire and have grenades thrown at them from the shore.