The focus light shouldn't show up on your shots unless it is particularly strong subject to the relative to the flash. Some focus lights cut out when the flash fires so this is not a problem. Yuzo seems to do a
cheap one. Not tried it yet but I have been thinking about it.
In an ideal world you may be better mounting the focus light independently from the strobe (such as on top of the housing). According to sages such as Martin Edge, the trick to avoiding backscatter is to use the edge of the beam so not to light any of the water column between the housing and the subject. As a focus light will typically have a much narrower beam, you may may find the only one would be proper positioned.
Daniel