I'm not aware of any in game means to reveal spies. I've heard others describe visitors claiming to be one thing but not acting as it, but have not seen that myself.
If I understand it correctly, dorfs were supposed to have highly variable traits, but for some reason some tend to the same throughout the civ. The different eye color probably just means she's from a different source civ (as in: she may be from e.g. a human civ, but her ancestors came from a dwarven civ different from yours). I've heard nothing to indicate physical traits can be used to determine anything when it comes to affiliation or role. As mentioned, visitors/petitioners more or less invariably seem to have a life's worth of pent up prayer need, so if you have dedicated temples open to them they tend to go on a prayer bender for half a year or a year before going on to do what they were actually in the fortress to do (such as visit, perform, petition).
Thus, I see nothing particularly suspicious about her. It may well be that her kill count is only of hist figs, not counting others, and it's not unusual for dorfs to be members of goblin civs (or dwarven civs to be at war with human/elven civs with dwarven members, and she could have been on either side of such conflicts).
The other visitor is, as mentioned, subject to a known bug. The ones I've had don't drown, but just sit there. I've dislodged them with DFHack's teleport, and if I just teleport them a short distance they return down into the pool, but if teleported sufficiently far away towards the entrance they actually proceed. There is no reason to assume there's any correlation between this bug and spies (and the bug was there before spies were introduced).
Apart from Legends Mode, it's possible to get some indications using DFHack scripts (which you'd have to write yourself: my script is a mixture of stuff for my use, which may not be of interest to others, and it only covers some aspects of being a spy, not the whole picture [it indicates multiple identities, but that is not necessarily of interest]). It can also be noted that you may not care about most of the spies, as they're likely to be from civs you have no intent to go to war with anyway.