Just out of curiosity, how deep is the ocean, and how deep is the rock under it? The reason I ask is this; it should be possible, if there is enough ground underneath, to hide any walls that you build to retain water.
So, something like this
~~~# #~~~ -
~~~#<wall>#~~~ |
~|~# #~|~ Water
~|~# #~|~ |
~v~# #~v~ -
---- ---- ---- Ocean Floor
#____####____# Bedrock
###_######_### |
###_######_### v
###_######_###
###_######_###
###_######_###
So, step one involves building your much detested obsidian walls by the magma drop method and then pumping out the interior with good ol' fashioned pump stacks.
Once it's dry, channel all the tiles touching the inside of the seawall, and dig underneath the wall like indicated (e.g. a well under the wall tiles, plus the 2 tiles out from each wall tile, taking care not to puncture the ceiling and letting the ocean in prematurely.
Build your glass dome in the middle, a single support under the wall (and link it up), evacuate the under-wall diggings, and drop some more obsidian on the tiles marked by arrows. This will punch through the floor tiles remaining, removing the support to the walls, allowing you to drop the entire wall system into the bottom of the ocean, where it will lay flush with the sea floor. The only sign that there were ever any walls will be the odd bit of debris from the magma pumps (which can be minimised with careful building practice) and a one tile deep trench on either side of where the walls were (which can eventually be removed by more magma dropping).
I haven't tested it, but I can't see any reason why it wouldn't work if built correctly. Oh, and it requires a flattish bit of seafloor