Deep Blue's skin can only be found after you get Termite. Go to mountain falls and enter the treasure cave. After you free
the boyfriend, destroy all the boxes. In one part you can use Pummel Weeds Creeper to get through a crevice. There is a chest. Ignore it for now and go underwater with Deep Blue. Go into the small cave opening. Follow it until you get to land and there will be a chest, a note, and Deep Blue's alternate costume.