One of the world's definitely has underwater vibes: there are jellyfish, coral, and the ground it wet and kicks up water; but I don't think it's actually underwater? You move just like in other worlds.
You can find anthro animals huddled in the ruins of a village while crusading, stating that the rest of their people were killed or fled. at that point, you get to take them into your cult
Every character is a humanoid animal of sorts, and you can find multiple being sacrificed or scared in some way (Spoilers) . . . . The Bishops backstory also implies abuse caused by Narinder
Nothing graphic, but your followers will appear nude during the ritual Rite of Lust. The paid DLC Woolhaven also features a strip club as one of its locations.
No, and the game takes several steps to prevent it, even forbidding a special villager (based on a child-aged character from a different game) from having children even if the follower form is an adult