The location is a slate mine in the Sauerland, Germany. It lies at the bottom of a large slate dump right at the River Ruhr and has a long history. For further information check out:
http://www.bergwerktauchen.de
Since I'm a diver I always had this dream to dive with Whale Sharks. 9 years ago I wanted to fulfill this dream, but in my time frame for vacation it wasn't the season in Australia so I traveled to Mexico instead.