Again, that's because you are human, and you think your way is the only way.

To make hydraulics you need metal

How does your arm work? How does octopus move? You think you can't make an structure like human arm, or octopus tentacles without metal, and then have a tube going through it in a way the water in it can move them. Look up soft robots. There isn't just one way to tap into mechanical energy and move things. We did what we found first, improved on it. But thinking that's the only way just shows narrow mindedness.

You need to heat metal

You don't. You know aluminum used to be so expensive because you couldn't really extract it from the ores like iron. Wasn't found in pure form like gold. Then someone found you can use electrolysis to get aluminum from its ore. Then it became so cheap.

You don't just heat metal and put it in mold for every type of metal work. In micro scale there are 3d printing methods similar to electroplating, it's very precise.

And even if there is a need of heat, how can you say ocean doesn't have it. A species could find out a way to tap into volcanic vents. Similarly how we use groundwater and rivers. They could use volcanos and geothermal energy. We do many many manufacturing processes under water in a tank containing water. They could make air tank and do things there too.